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The signalling channel of central bank interventions : modelling the yen

Chen, Yu-Fu; Funke, Michael; Glanemann, Nicole - 2011

the yen/US dollar dynamics. -- exchange rates ; interventions ; Japan …

Persistent link: https://www.econbiz.de/10009312174

A role model for China? : exchange rate flexibility and monetary policy in Japan

Schnabl, Gunther (contributor); Danne, Christian (contributor) - 2007

Persistent link: https://www.econbiz.de/10003499570

Foreign currency denominated assets and international shock absorption in Switzerland and Japan

Schnabl, Gunther - 2015

Currencies of countries with persistent current account surpluses and high foreign currency denominated assets such as the Swiss franc and Japanese yen are under a persistent appreciation pressure, what restricts the degree of freedom in the choice of exchange rate regime. Official announcements...

Persistent link: https://www.econbiz.de/10011392509

Net foreign asset positions and appreciation expectations on the Swiss franc and the Japanese yen

Latsos, Sophia; Schnabl, Gunther - 2015

The paper shows that currencies of countries with persistent current account surpluses and high foreign-currency denominated assets, such as the Swiss franc and the Japanese yen, are under persistent appreciation pressure, particularly when the centres of the world monetary system follow...

Persistent link: https://www.econbiz.de/10011309557

Japan's imbalance of payments

Müller-Plantenberg, Nikolas - 2003

During the past three decades, Japan s current account experienced five large swings. The yen appreciated considerably … in periods when the current account boomed, and it depreciated whenever Japan s external performance weakened. However … regularities. It argues that as a result of the large movements of the current account, the flows of cash between Japan and ist …

Persistent link: https://www.econbiz.de/10011404619

Japanese foreign exchange intervention and the Yen/Dollar exchange rate : a simultaneous equations approach using realized volatility

Hillebrand, Eric (contributor); Schnabl, Gunther (contributor) - 2006

Persistent link: https://www.econbiz.de/10003364632

Monetary policy, model uncertainty and exchange rate volatility

Markiewicz, Agnieszka - 2010

This paper proposes an explanation of the shifts in the volatility of exchange rate returns that relies on standard present value exchange rate models. Agents are uncertain about the true data generating model and deal with the model uncertainty by making inference on the models and their...

Persistent link: https://www.econbiz.de/10003937806

A two-country NATREX model for the euro/dollar

Belloc, Marianna (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003688935

The undisclosed renminbi basket : are the markets telling us something about where the renminbi - US dollar exchange rate is going?

Funke, Michael (contributor); Gronwald, Marc (contributor) - 2008

Persistent link: https://www.econbiz.de/10003674399

A reappraisal of the border effect on relative price volatility

Cheung, Yin-Wong (contributor); Lai, Kon-sun (contributor) - 2006

Engel and Rogers (1996) find that crossing the US-Canada border can considerably raise relative price volatility and that exchange rate fluctuations explain about one-third of the volatility increase. In re-evaluating the border effect, this study shows that cross-country heterogeneity in price...

Persistent link: https://www.econbiz.de/10003300940

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