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~isPartOf:"ECB Working Paper"
~isPartOf:"La Lettre du CEPII"
~isPartOf:"Working paper"
~person:"Schnabl, Gunther"
~subject:"ARCH model"
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A Structural Break in the Effects of Japanese Foreign Exchange Intervention on Yen/Dollar
Exchange
Rate
Volatility
Hillebrand, Eric T.
;
Schnabl, Gunther
-
2021
Japanese foreign exchange intervention. We find a changing impact of Japanese foreign exchange intervention on
exchange
rate
…
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