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Volatility and Spillover Effects of Yen Interventions

  • Published:2013-08-15 Issue:4 Volume:21 Page:671-689
  • ISSN:0965-7576
  • Container-title:Review of International Economics
  • language:en
  • Short-container-title:Review of International Economics

Author:

Chortareas Georgios1,Jiang Ying2,Nankervis John C.3

Affiliation:

1. Department of Economics; University of Athens; 8 Pesmazoglou Street; 10559; Greece

2. Nottingham University Business School China; University of Nottingham Ningbo; 199 Taikang East Road; Ningbo; China

3. Essex Business School; University of Essex; Wivenhoe Park; Colchester; CO4 3SQ; UK

Publisher

Wiley

Subject

Development,Geography, Planning and Development

Reference26 articles.

1. Answering the Sceptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts;Andersen;International Economic Review,1998

2. Baillie , R. T. O. F. Humpage Post-Louvre Intervention: Did Target Zones Stabilise the Dollar? 1992

3. Conditional Covariances and Direct Central Bank Intervention in the Foreign Exchange Markets;Beine;Journal of Banking and Finance,2004

4. The Impact of Central Bank FX Interventions on Currency Components;Beine;Journal of Financial Econometrics,2007

5. Official Central Bank Interventions and Exchange Rate Volatility: Evidence from a Regime-switching Analysis;Beine;European Economic Review,2003

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1. The effectiveness of foreign exchange interventions in Japan;Journal of Infrastructure, Policy and Development;2023-09-11

2. Does Free Trade Agreement Influence the Volatility Spillover between Stock Markets of China and Australia;Proceedings of the 2021 International Conference on Control and Intelligent Robotics;2021-06-18

3. Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention;Journal of Emerging Market Finance;2019-04

4. Asymmetric volatility connectedness on the forex market;Journal of International Money and Finance;2017-10

5. Government Intervention and Arbitrage;The Review of Financial Studies;2017-07-11
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