volatility property and the structural break appear to be the common intrigue features of the exchange rates in the two periods … by using the FIGARCH model. In particular, the long memory volatility properties in the two periods are found to be …-FIGARCH model to consider the long memory volatility property and the structural breaks jointly. The main finding is that the …

heterogeneous information present in the financial market and the long memory of volatility. Some theoretical properties of this …

/dollar exchange rate and the volatility in the yen/dollar markets. Using newly released data on Japanese foreign exchange intervention … effect on the same day, but at the cost of higher exchange rate volatility. Testing for the robustness of this finding we … unsuccessful and coincided with increased exchange rate volatility. Since 1999 official Japanese currency purchases seem to have …

This study first investigates the short and long-run effectsof exchange rate, output gap and output gap volatility on … inflation volatility.Also, causality tests results indicate that changes in the exchangerate, output gap volatility, and output … gap will have permanent andtemporary causal effects on inflation volatility. The policymakersshould carefully consider …

/dollar exchange rate and the volatility in the yen/dollar markets. Using newly released data on Japanese foreign exchange intervention … effect on the same day, but at the cost of higher exchange rate volatility. Testing for the robustness of this finding we … unsuccessful and coincided with increased exchange rate volatility. Since 1999 official Japanese currency purchases seem to have …