Foreign exchange intervention by the bank of Japan : Bayesian analysis using a bivariate stochastic volatility model
Year of publication: |
2006
|
---|---|
Authors: | Smith, Michael ; Pitts, Andrew |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 25.2006, 2/3, p. 425-451
|
Subject: | Wechselkurspolitik | Exchange rate policy | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Bayes-Statistik | Bayesian inference | Japan | 1991-2002 |
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