Central bank intervention, threshold effects and asymmetric volatility : evidence from the Japanese yen-US dollar foreign exchange market
Year of publication: |
2008
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Authors: | Suardi, Sandy |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 25.2008, 4, p. 628-642
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Subject: | Wechselkurspolitik | Exchange rate policy | Volatilität | Volatility | Yen | US-Dollar | US dollar | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | USA | United States | Japan | 1991-2003 |
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