Do interventions in foreign exchange markets modify investors' expectations? : the experience of Japan between 1992 and 2004
Christophe Morel; Jérôme Tei͏̈letche
| Year of publication: |
2008
|
|---|---|
| Authors: | Morel, Christophe ; Teïletche, Jérôme |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 2, p. 211-231
|
| Subject: | Wechselkurspolitik | Exchange rate policy | Optionsgeschäft | Option trading | Aktienmarkt | Stock market | Volatilität | Volatility | Bootstrap-Verfahren | Bootstrap approach | Japan | 1992-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003699129