Similar Search Results

Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility

Hillebrand, Eric; Schnabl, Gunther; Ulu, Yasemin - In: Journal of international financial markets, … 19 (2009) 3, pp. 490-505

Persistent link: https://www.econbiz.de/10008250532

Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility

Hillebrand, Eric; Schnabl, Gunther; Ulu, Yasemin - In: Journal of international financial markets, … 19 (2009) 3, pp. 490-506

Persistent link: https://www.econbiz.de/10008881880

FORUM - Eastward Enlargement of the Euro Zone - EMU Entry Strategies for the New Member States

Grauwe, Paul De; Schnabl, Gunther - In: Intereconomics : review of European economic policy 39 (2004) 5, pp. 241-246

Persistent link: https://www.econbiz.de/10007444004

Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate : A Simultaneous Equations Approach Using Realized Volatility

Hillebrand, Eric T.; Schnabl, Gunther; Ulu, Yasemin - 2021

We use realized volatility to study the influence of central bank interventions on the yen/dollar exchange rate. Realized volatility is a technical innovation that allows specifying a system of equations for returns, realized volatility, and interventions without endogeneity bias. We find that...

Persistent link: https://www.econbiz.de/10013317518