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Where does the meteor shower come from? : the role of stochastic policy coordination
Itō, Takatoshi; Engle, Robert F.; Lin, Wen-ling Tsai - 1990
Persistent link: https://www.econbiz.de/10000803369
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Where does the meteor shower come from? : The role of stochastic policy coordination
Itō, Takatoshi - In: Journal of international economics 32 (1992) 3, pp. 221-240
Persistent link: https://www.econbiz.de/10001124946
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Where Does the Meteor Shower Come from? the Role of Stochastic Policy Coordination
Itō, Takatoshi; Engle, Robert F.; Lin, Wen-ling Tsai - 2021
The purpose of this paper is to examine the intra-daily volatility of the yen/dollar exchange rate over three different regimes from 1979 to 1988 which correspond to different degrees of international policy coordination. In each regime we test for heat wave vs. meteor shower effects. The heat...
Persistent link: https://www.econbiz.de/10013249566
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Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination
Ito, Takatoshi - 1990
The purpose of this paper is to examine the intra-daily volatility of the yen/dollar exchange rate over three different regimes from 1979 to 1988 which correspond to different degrees of international policy coordination. In each regime we test for heat wave vs. meteor shower effects. The heat...
Persistent link: https://www.econbiz.de/10012475523