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Foreign exchange intervention by the bank of Japan : Bayesian analysis using a bivariate stochastic volatility model
Smith, Michael
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Pitts, Andrew
- In:
Econometric reviews
25
(
2006
)
2/3
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pp. 425-451
Persistent link: https://www.econbiz.de/10003355808
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Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model
Smith, Michael
;
Pitts, Andrew
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 425-452
Persistent link: https://www.econbiz.de/10007283037
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