'Once-in-a-generation' yen volatility in 1998: Fundamentals, intervention, and order flow

Journal of International Money and Finance

Volumn 20, Issue 3, 2001, Pages 327-347

  Cai, Jun ^a   Cheung, Yan Leung ^a   Lee, Raymond S K ^a   Melvin, Michael ^b  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b ARIZONA STATE UNIVERSITY   (United States)

Author keywords

C22; Central bank intervention; Exchange rate volatility; F31; G14; G15; News announcements; Order flow; Private information

Indexed keywords

EID: 0000235618     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00056-5     Document Type: Article

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