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Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model
Smith, Michael; Pitts, Andrew - In: Econometric reviews 25 (2006) 2-3, pp. 425-452
Persistent link: https://www.econbiz.de/10007283037
Cover Image
Foreign exchange intervention by the bank of Japan : Bayesian analysis using a bivariate stochastic volatility model
Smith, Michael; Pitts, Andrew - In: Econometric reviews 25 (2006) 2/3, pp. 425-451
Persistent link: https://www.econbiz.de/10003355808