The intradaily exchange rate dynamics and monetary policies after the group of five agreement

Journal of The Japanese and International Economies

Volumn 1, Issue 3, 1987, Pages 275-298

  Ito, Takatoshi ^a,b,c  

^a HARVARD UNIVERSITY   (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0003192332     PISSN: 08891583     EISSN: None     Source Type: Journal    
DOI: 10.1016/0889-1583(87)90012-8     Document Type: Article

References (8)

1. Why interest rates react to money announcements: An explanation from the foreign exchange market
2. New Evidence on the Effects of Exchange Rate Intervention
3. Monetary and portfolio-balance models of exchange rate determination
4. Does the exchange rate follow a random walk? A Monte Carlo study of four tests for a random walk
5. News from the U.S. and Japan: Which moves the yen/dollar exchange rates?
6. Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market