A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
Year of publication: |
2008
|
---|---|
Authors: | Hillebrand, Eric ; Schnabl, Gunther |
Published in: |
International Economics and Economic Policy. - Springer. - Vol. 5.2008, 4, p. 389-401
|
Publisher: |
Springer |
Subject: | Exchange rate volatility | Foreign exchange intervention | Structural break | GARCH | Change points | Japan |
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