Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention
Author:
Funder
JSPS KAKENHI
Zengin Foundation for Studies on Economics and Finance
Publisher
Elsevier BV
Subject
Finance,Business, Management and Accounting (miscellaneous)
Reference19 articles.
1. An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention. Bank of Canada Working Paper 1999-4;Beattie,1999
2. Heterogeneous market-making in foreign exchange markets: evidence from individual bank responses to central bank intervention;Chari;J. Money Credit Bank.,2007
3. Non-linear dynamics in international resource markets: evidence from regime switching approach;Chen;Res. Int. Bus. Finance,2014
4. Exchange rate movements and stock market returns in a regime-switching environment: evidence for BRICS countries;Chkili;Res. Int. Bus. Finance,2014
5. Exchange rate effects of central bank interventions: an analysis of transaction prices;Fischer;Econ. J.,1999
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Is Foreign Exchange Intervention a Panacea in Diversified Circumstances? The Perspectives of Asymmetric Effects;Sustainability;2020-04-06
2. China’s intervention in the central parity rate: A Bayesian Tobit analysis;Research in International Business and Finance;2017-01
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