Hillebrand, Eric (contributor); Schnabl, Gunther (contributor) - 2006
volatility at the turn of the millennium when Japanese foreign exchange intervention started to remain unsterilized … Rate Volatility, GARCH,
Change Point Detection, Structural Breaks.
JEL: E58, F31, F33, G15
4
ECB
Working Paper …
point. Rather, the change in the coefficient towards significant reduction of volatility that
20
ECB
Working Paper …