Japan's currency intervention regimes : a microstructural analysis with speculation and sentiment
Ronald MacDonald and Xuxin Mao
| Year of publication: |
January 29, 2016
|
|---|---|
| Authors: | MacDonald, Ronald ; Mao, Xuxin |
| Publisher: |
[Glasgow] : [University of Glasgow, Adam Smith Business School] |
| Subject: | Cointegrated VAR | Currency Intervention | Forward Rate Bias | Microstructure | Sentiment Measures | Speculation | Transmission Channel | Reaction Function | Spekulation | Wechselkurspolitik | Exchange rate policy | Japan | Marktmikrostruktur | Market microstructure | Währungsspekulation | Currency speculation | VAR-Modell | VAR model | Währungsderivat | Currency derivative | Kointegration | Cointegration | Schätzung | Estimation | Systematischer Fehler | Bias |
| Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / Adam Smith Business School, University of Glasgow. - Glasgow : [Verlag nicht ermittelbar], ZDB-ID 2196257-1. - Vol. 2016, 06] |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011449995