Effects of Japanese intervention on yen/dollar exchange rate volatility : a conditional jump dynamics approach
Jer-Yuh Wan and Chung-Wei Kao
| Year of publication: |
2010
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|---|---|
| Authors: | Wan, Jer-Yuh ; Kao, Chung-Wei |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 4/6, p. 367-373
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Japan | Yen | US-Dollar | US dollar | Wechselkurspolitik | Exchange rate policy | ARCH-Modell | ARCH model |
| 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/10003979494