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A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
Hillebrand, Eric; Schnabl, Gunther - In: International economics and economic policy : IEEP 5 (2008) 4, pp. 389-401
Persistent link: https://www.econbiz.de/10003801644
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A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
Hillebrand, Eric (contributor); Schnabl, Gunther (contributor) - 2006
left foreign exchange intervention unsterilized when Japan entered the liquidity trap in 1999. According to previous …
Persistent link: https://www.econbiz.de/10003337476
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The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection
Hillebrand, Eric T.; Schnabl, Gunther - 2003
, our global GARCH estimation suggests that Japanese foreign exchange interventions between 1991 and 2002 had the intended … show that the results are highly dependent on the time period. From 1991 to 1998 Japan's official currency purchases were … successful foreign exchange intervention on the same day in Japan's liquidity trap where the borderline between sterilized and …
Persistent link: https://www.econbiz.de/10014074708
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The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection
Hillebrand, Eric T.; Schnabl, Gunther - 2005
, our global GARCH estimation suggests that Japanese foreign exchange interventions between 1991 and 2002 had the intended … show that the results are highly dependent on the time period. From 1991 to 1998 Japan's official currency purchases were … successful foreign exchange intervention on the same day in Japan's liquidity trap where the borderline between sterilized and …
Persistent link: https://www.econbiz.de/10014067235
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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
left foreign exchange intervention unsterilized when Japan entered the liquidity trap in 1999. According to previous …
Persistent link: https://www.econbiz.de/10013317566
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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
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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
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Net foreign asset positions and appreciation expectations on the Swiss franc and the Japanese Yen
Latsos, Sophia; Schnabl, Gunther - In: International economics and economic policy : IEEP 15 (2018) 2, pp. 261-280
Persistent link: https://www.econbiz.de/10011955288
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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/10013009766
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Net Foreign Asset Positions and Appreciation Expectations on the Swiss Franc and the Japanese Yen
Latsos, Sophia - 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/10013014984