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.
- Language
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Englisch
- Bibliographic citation
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Journal: Credit and Capital Markets – Kredit und Kapital ; ISSN: 2199-1235 ; Volume: 50 ; Year: 2017 ; Issue: 1 ; Pages: 25-36
- Classification
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Wirtschaft
Foreign Exchange
International Financial Markets
- Subject
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Foreign Exchange Intervention
Exchange Rate Volatility
Regime Switching GARCH
- Event
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Geistige Schöpfung
- (who)
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Chortareas, Georgios
Jiang, Ying
- Event
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Veröffentlichung
- (who)
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Duncker & Humblot
- (where)
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Berlin
- (when)
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2017
- DOI
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doi:10.3790/ccm.50.1.25
- Last update
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10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Chortareas, Georgios
- Jiang, Ying
- Duncker & Humblot
Time of origin
- 2017
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Implicit bands in the Yen/Dollar exchange rate
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Speed unleserlich {DOLLAR} {EURO} {YEN}
Japanese foreign exchange intervention and the Yen/Dollar exchange rate: a simultaneous equations approach using realized volatility
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
Performance of Technical Trading Systems in the Yen/Dollar Market
The changing role of the yen dollar exchange rate for Japanese monetary policy
The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility
The effects of Japanese foreign exchange market interventions on the Yen, US Dollar exchange rate volatility
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility
The signalling channel of central bank interventions: Modelling the yen / US dollar exchange rate
Implicit bands in the Yen/Dollar exchange rate
Implicit bands in the Yen/Dollar exchange rate
Speed unleserlich {DOLLAR} {EURO} {YEN}
Japanese foreign exchange intervention and the Yen/Dollar exchange rate: a simultaneous equations approach using realized volatility
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
Performance of Technical Trading Systems in the Yen/Dollar Market
The changing role of the yen dollar exchange rate for Japanese monetary policy