Volatility and spillover effects of yen interventions
Year of publication: |
2013
|
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Authors: | Chortareas, Georgios E. ; Jiang, Ying ; Nankervis, John C. |
Published in: |
Review of international economics. - Oxford : Wiley-Blackwell, ISSN 0965-7576, ZDB-ID 1161757-3. - Vol. 21.2013, 4, p. 671-689
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Subject: | Wechselkurspolitik | Exchange rate policy | Wirkungsanalyse | Impact assessment | Wechselkurs | Exchange rate | US-Dollar | US dollar | Yen | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Japan | 2000-2004 |
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