A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility

International Economics and Economic Policy

Volumn 5, Issue 4, 2008, Pages 389-401

  Hillebrand, Eric ^a   Schnabl, Gunther ^b  

^a LOUISIANA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF LEIPZIG   (Germany)

Author keywords

Change points; Exchange rate volatility; Foreign exchange intervention; GARCH; Japan; Structural break

Indexed keywords

EID: 58249086977     PISSN: 16124804     EISSN: 16124812     Source Type: Journal    
DOI: 10.1007/s10368-008-0121-0     Document Type: Article

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