The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility

International Review of Economics and Finance

Volumn 14, Issue 1, 2005, Pages 27-39

  Frenkel, Michael ^a   Pierdzioch, Christian ^b   Stadtmann, Georg ^a,c  

^a WHU OTTO BEISHEIM SCHOOL OF MANAGEMENT   (Germany)

^b KIEL INSTITUTE FOR THE WORLD ECONOMY   (Germany)

^c INDIANA UNIVERSITY   (United States)

Author keywords

Bank of Japan; Exchange rate volatility; Foreign exchange market interventions

Indexed keywords

EID: 13844292566     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2003.09.003     Document Type: Article

References (13)

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13. Ramaswamy, R. & Samiei, H. (2000). The yen-dollar rate: Have interventions mattered? Working Paper WP/00/95. International Monetary Fund (IMF)