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Intervention strategies and exchange rate volatility : a noise trading perspective

Hung, Juann-huey - In: Journal of international money and finance 16 (1997) 5, pp. 779-793

Persistent link: https://www.econbiz.de/10001235408

G3 exchange rate relationships : a recap of the record and a review of proposals for change

Clarida, Richard H. - 1999

Persistent link: https://www.econbiz.de/10001411939

Central bank intervention and exchange rate volatility

Dominguez, Kathryn M. - In: Journal of international money and finance 17 (1998) 1, pp. 161-190

Persistent link: https://www.econbiz.de/10001338366

Central Bank Intervention, Threshold Effects and Asymmetric Volatility : Evidence from the Japanese Yen-US Dollar Foreign Exchange Market

Suardi, Sandy - 2012

Japan and the Federal Reserve are more effective in changing the direction of the exchange rate movements and reducing its … volatility level in a regime when the exchange rates are severely misaligned. There is also evidence in such a regime for a … negative return innovation to elicit higher levels of volatility than a positive innovation of equal magnitude. The presence of …

Persistent link: https://www.econbiz.de/10013107336

The Signaling Channel of Central Bank Interventions : Modelling the Yen/US Dollar Exchange Rate

Chen, Yu-Fu - 2013

This paper presents a theoretical framework analyzing the signalling channel of exchange rate interventions as an informational trigger. We develop an implicit target zone framework with learning in order to model the signalling channel. The theoretical premise of the model is that interventions...

Persistent link: https://www.econbiz.de/10013092279