Artikel
Bank of Japan Interventions and the Volatility of the Dollar/Yen Exchange Rate
We analyse the impact of Bank of Japan"s (BoJ) intervention on the volatility of the USD/JPY exchange rates under a regime switching framework. We find that the Yen intervention decreases the volatility, and the impact is only significant when market volatility is low.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Credit and Capital Markets – Kredit und Kapital ; ISSN: 2199-1235 ; Volume: 50 ; Year: 2017 ; Issue: 1 ; Pages: 25-36
- Klassifikation
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Wirtschaft
Foreign Exchange
International Financial Markets
- Thema
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Foreign Exchange Intervention
Exchange Rate Volatility
Regime Switching GARCH
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Chortareas, Georgios
Jiang, Ying
- Ereignis
-
Veröffentlichung
- (wer)
-
Duncker & Humblot
- (wo)
-
Berlin
- (wann)
-
2017
- DOI
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doi:10.3790/ccm.50.1.25
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Chortareas, Georgios
- Jiang, Ying
- Duncker & Humblot
Entstanden
- 2017
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