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Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention

Kitamura, Yoshihiro - In: Research in international business and finance 36 (2016), pp. 436-446

Persistent link: https://www.econbiz.de/10011594524

A stopping time approach to assessing the effectiveness of foreign exchange intervention : an application to Japanese data

Kitamura, Yoshihiro - In: Journal of international money and finance 75 (2017), pp. 32-46

Persistent link: https://www.econbiz.de/10011788020

A lesson from the four recent large public Japanese FX interventions

Kitamura, Yoshihiro - In: Journal of the Japanese and international economies : … 57 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012800623

New Assessment of the Japanese Foreign Exchange Intervention : A Stopping Time Approach

Kitamura, Yoshihiro - 2017

I propose a new variable to assess the effect of the Japanese foreign exchange (FX) intervention. The variable is the probability of an FX rate reaching one threshold before the other threshold is reached. Importantly, the probability depends on not only the level but also the trend and...

Persistent link: https://www.econbiz.de/10012970186

A microstructural effect of Japanese official intervention in the yen/dollar foreign exchange market

Akiba, Hiroya; Kitamura, Yoshihiro; Matsuda, Shinichi; … - In: Exchange rates in developed and emerging markets : …, (pp. 60-74). 2013

Persistent link: https://www.econbiz.de/10010212668