The effect of intervention frequency on the foreign exchange market: The Japanese experience
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference20 articles.
1. Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations;Beine;Journal of International Money and Finance,2002
2. Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis;Beine;European Economic Review,2003
3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
4. Intraday effects of foreign exchange intervention by the Bank of Japan;Chang;Journal of International Money and Finance,1998
5. Central bank intervention and exchange rate volatility;Dominguez;Journal of International Money and Finance,1998
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