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An equilibrium foundation of the Soros chart

Kano, Takashi; Morita, Hiroshi - In: Journal of the Japanese and international economies : … 37 (2015), pp. 21-42

Persistent link: https://www.econbiz.de/10011486603

Cross-category, trans-Pacific spillovers of policy uncertainty and financial market volatility

Thiem, Christopher - In: Open economies review 31 (2020) 2, pp. 317-342

Persistent link: https://www.econbiz.de/10012229748

Time varying pass-through : will the yen depreciation help Japan hit the inflation target?

Shioji, Etsuro - In: Journal of the Japanese and international economies : … 37 (2015), pp. 43-58

Persistent link: https://www.econbiz.de/10011486604

Central bank intervention and exchange rate volatility : evidence from Japan using realized volatility

Cheng, Ai-ru; Das, Kuntal K.; Shimatani, Takeshi - In: Journal of Asian economics 28 (2013), pp. 87-98

Persistent link: https://www.econbiz.de/10010405810

The yen exchange rate and the hollowing out of the Japanese industry

Belke, Ansgar; Volz, Ulrich - In: Open economies review 31 (2020) 2, pp. 371-406

Persistent link: https://www.econbiz.de/10012229750

The dynamic impact of FX interventions on financial markets

Menkhoff, Lukas; Rieth, Malte; Heidland, Tobias - 2019

Evidence on the effectiveness of FX interventions in the prevailing higher frequency approaches leaves a gap at horizons going beyond a few days. This is addressed by identifying a structural vector autoregressive model for the daily frequency with an external instrument. Using Japanese data, we...

Persistent link: https://www.econbiz.de/10012232128