intervention. Based on a GARCH framework and change point detection, we test for a structural break in the effectiveness of … volatility at the turn of the millennium when Japanese foreign exchange intervention started to remain unsterilized …

/dollar exchange rate and the volatility in the yen/dollar markets. Using newly released data on Japanese foreign exchange intervention …, our global GARCH estimation suggests that Japanese foreign exchange interventions between 1991 and 2002 had the intended … effect on the same day, but at the cost of higher exchange rate volatility. Testing for the robustness of this finding we …

/dollar exchange rate and the volatility in the yen/dollar markets. Using newly released data on Japanese foreign exchange intervention …, our global GARCH estimation suggests that Japanese foreign exchange interventions between 1991 and 2002 had the intended … effect on the same day, but at the cost of higher exchange rate volatility. Testing for the robustness of this finding we …

intervention. Based on a GARCH framework and change point detection, we test for a structural break in the effectiveness of … volatility at the turn of the millennium when Japanese foreign exchange intervention started to remain unsterilized …

intervention. Based on a GARCH framework and change point detection, we test for a structural break in the effectiveness of … volatility at the turn of the millennium when Japanese foreign exchange intervention started to remain unsterilized. …

We test for the impact of exchange rate volatility on growth in emerging market economies based on the theory of …