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Design of an integrated real time foreign exchange application

Hulle, Eddy van - 1980

Persistent link: https://www.econbiz.de/10009607630

How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches

Fratzscher, Marcel - 2005

The paper analyses whether communication and actual interventions in FX markets are successful in moving exchange rates over the medium- to long-run. It compares empirical evidence based on time-series analysis with that obtained from an eventstudy approach. Both the time-series approach based...

Persistent link: https://www.econbiz.de/10011604574

A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility

Hillebrand, Eric; Schnabl, Gunther - 2006

left foreign exchange intervention unsterilized when Japan entered the liquidity trap in 1999. According to previous …

Persistent link: https://www.econbiz.de/10011604696

Noise Traders? Trigger Rates, FX Options, and Smiles

Pierdzioch, Christian - 2000

A contingent claims valuation model which allows to highlight the implications of program trading in spot markets for the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts is devoloped. The curvature of the volatility strike...

Persistent link: https://www.econbiz.de/10010260624

The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - 2003

Bank of Japan (BoJ) and exchange rate volatility. We use official intervention data for the period 1993-2000 that were …

Persistent link: https://www.econbiz.de/10010260629

Currency Futures and Currency Crises

Röthig, Andreas - 2004

, Canada, Japan, Korea and Switzerland in terms of the US dollar. The empirical results indicate that there is a positive …

Persistent link: https://www.econbiz.de/10010262985

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

Schnabl, Gunther; Danne, Christian - 2007

Few papers have tried to project how Chinese monetary policy will behave under flexible exchange rates. As Japan … policy after the shift of Japan from a fixed to a floating exchange rate regime. The econometric estimations allow for regime … soften the appreciation pressure by interest rate cuts have led Japan into the liquidity trap. …

Persistent link: https://www.econbiz.de/10010264171

Long memory and volatility dynamics in the US dollar exchange rate

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2010

This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...

Persistent link: https://www.econbiz.de/10010271381

Zum Einfluß realer effektiver Wechselkurse auf die Wettbewerbsfähigkeit

Schumacher, Dieter - In: Vierteljahrshefte zur Wirtschaftsforschung 61 (1992) 1/2, pp. 27-48

Persistent link: https://www.econbiz.de/10011475308

Exchange Rate and Output Dynamics Between Japan and Korea

Kang, Sammo; Kim, Soyoung; Wang, Yunjong; Yoon, Deok Ryong - 2003

Japan and Korea are close countries in terms of economic interaction as well as geography. To quantify the impact of …

Persistent link: https://www.econbiz.de/10010295371

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