Bank of Japan Interventions and the Volatility of the Dollar/Yen Exchange Rate
Year of publication: |
2017
|
---|---|
Authors: | Chortareas, Georgios ; Jiang, Ying |
Published in: |
Credit and Capital Markets – Kredit und Kapital. - ISSN 2199-1235. - Vol. 50.2017, 1, p. 25-36
|
Publisher: |
Berlin : Duncker & Humblot |
Subject: | Foreign Exchange Intervention | Exchange Rate Volatility | Regime Switching GARCH |
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