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The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy
Schnabl, Gunther; Danne, Christian - 2005
This paper studies the role of the yen/dollar exchange rate in the Bank of Japan?s monetary policy reaction function …
Persistent link: https://www.econbiz.de/10010296337
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Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects
Fatum, Rasmus; Hutchison, Michael M. - 2006
estimate the ATE for daily Bank of Japan intervention over the January 1999 to March 2004 period. This sample encompasses a …
Persistent link: https://www.econbiz.de/10010285321
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Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
Fatum, Rasmus; Hutchison, Michael M. - 2006
estimate the ATE for daily Bank of Japan intervention over the January 1999 to March 2004 period. This sample encompasses a …
Persistent link: https://www.econbiz.de/10010320893
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Evaluating foreign exchange market intervention : self-selection, counterfactuals and average treatment effects
Fatum, Rasmus; Hutchison, Michael M. - 2006
estimate the ATE for daily Bank of Japan intervention over the January 1999 to March 2004 period. This sample encompasses a … 2004. -- Foreign exchange intervention ; Bank of Japan ; self-selection ; matching methods …
Persistent link: https://www.econbiz.de/10003855360
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Evaluating Foreign Exchange Market Intervention : Self-Selection, Counterfactuals and Average Treatment Effects
Fatum, Rasmus - 2013
intervention in Japan over the January 1999 to March 2004 period. This sample encompasses a remarkable variation in intervention …
Persistent link: https://www.econbiz.de/10012711695
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What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions
Döpke, Jörg; Pierdzioch, Christian - 1999
Using daily Bundesbank foreign exchange market intervention data, we employ a multinomial logit approach to estimate an intervention reaction function for the German Central Bank using options implied volatilities and the deviation of the exchange rate from its target level as explanatory...
Persistent link: https://www.econbiz.de/10010275122
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The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility
Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - 2003
Bank of Japan (BoJ) and exchange rate volatility. We use official intervention data for the period 1993-2000 that were …
Persistent link: https://www.econbiz.de/10010260629
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A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
Hillebrand, Eric; Schnabl, Gunther - 2006
left foreign exchange intervention unsterilized when Japan entered the liquidity trap in 1999. According to previous …
Persistent link: https://www.econbiz.de/10011604696
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The Effects of Foreign Exchange Market Interventions of the Bank of Japan on the $/Yen Exchange Rate Volatility
Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - 2002
Bank of Japan (BoJ) and exchange rate volatility. We use official intervention data for the period 1993 - 2000 that were …
Persistent link: https://www.econbiz.de/10014117200
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The Effectiveness of Central Bank Intervention through the Noise Trading Channel : Evidence from the Australian and the Japan Case
Abderrazak, Ben Maatoug - 2009
secret. We conduct an empirical study for the Reserve Bank of Australia (RBA) and the Bank of Japan (BoJ). The interventions …
Persistent link: https://www.econbiz.de/10013153364