کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9725873 | 1477849 | 2005 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility
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موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility](/preview/png/9725873.png)
چکیده انگلیسی
In previous empirical work, the link between the interventions of the Bank of Japan (BoJ) and exchange rate volatility has mainly been analyzed by using data on press reports of BoJ interventions. We use official intervention data for the period 1993-2000 that were released only recently by the BoJ. We find a positive link between the interventions of the BoJ and the volatility of the yen/U.S. dollar exchange rate. We also find that those BoJ interventions that were not reported in the financial press were positively correlated with exchange rate volatility.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: International Review of Economics & Finance - Volume 14, Issue 1, 2005, Pages 27-39
Journal: International Review of Economics & Finance - Volume 14, Issue 1, 2005, Pages 27-39
نویسندگان
Michael Frenkel, Christian Pierdzioch, Georg Stadtmann,