Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility

Journal of International Financial Markets, Institutions and Money

Volumn 19, Issue 3, 2009, Pages 490-505

  Hillebrand, Eric ^a   Schnabl, Gunther ^b   Ulu, Yasemin ^c  

^a LOUISIANA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF LEIPZIG   (Germany)

^c TEMPLE UNIVERSITY   (United States)

Author keywords

Foreign exchange intervention; GMM; Japan; Realized volatility; Structural change

Indexed keywords

EID: 67349287781     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2008.06.002     Document Type: Article

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