We analyse the impact of Bank of Japan"s (BoJ) intervention on the volatility of the USD/JPY exchange rates under a regime switching framework. We find that the Yen intervention decreases the volatility, and the impact is only significant when market volatility is low
Exchange rate volatility, Foreign exchange intervention, Structural break, GARCH, Change points, Jap...
I examine the effectiveness of exchange rate intervention within the context of a Markov-switching m...
I examine the effectiveness of exchange rate intervention within the context of a Markov-switching m...
We analyse the impact of Bank of Japan"s (BoJ) intervention on the volatility of the USD/JPY exchang...
This paper examines the effects of the Bank of Japan's (BOJ) intervention on the volatility as well ...
This article investigates the effects of foreign exchange interventions by the Japanese authorities ...
We test the effectiveness of Bank of Japan (BOJ)'s foreign exchange interventions on conditional fir...
We use realized volatility to study the influence of Japanese central bank interventions on the yen-...
Japanese monetary authorities used to employ various intervention techniques to adjust the level of ...
We report that the Japanese foreign exchange intervention reduces the yen/US dollar exchange rate vo...
peer reviewedThis paper explores the effects of the recent interventions of the Bank of Japan on the...
This paper presents new empirical evidence on the effectiveness of Bank of Japan's foreign exchange ...
This paper explores the effects of the interventions of the Bank of Japan on the level and volatilit...
In this paper, we investigate the effect of central bank interventions on the weekly returns and vol...
This paper explores the effects of the recent interventions of the Bank of Japan on the level and vo...
Exchange rate volatility, Foreign exchange intervention, Structural break, GARCH, Change points, Jap...
I examine the effectiveness of exchange rate intervention within the context of a Markov-switching m...
I examine the effectiveness of exchange rate intervention within the context of a Markov-switching m...
We analyse the impact of Bank of Japan"s (BoJ) intervention on the volatility of the USD/JPY exchang...
This paper examines the effects of the Bank of Japan's (BOJ) intervention on the volatility as well ...
This article investigates the effects of foreign exchange interventions by the Japanese authorities ...
We test the effectiveness of Bank of Japan (BOJ)'s foreign exchange interventions on conditional fir...
We use realized volatility to study the influence of Japanese central bank interventions on the yen-...
Japanese monetary authorities used to employ various intervention techniques to adjust the level of ...
We report that the Japanese foreign exchange intervention reduces the yen/US dollar exchange rate vo...
peer reviewedThis paper explores the effects of the recent interventions of the Bank of Japan on the...
This paper presents new empirical evidence on the effectiveness of Bank of Japan's foreign exchange ...
This paper explores the effects of the interventions of the Bank of Japan on the level and volatilit...
In this paper, we investigate the effect of central bank interventions on the weekly returns and vol...
This paper explores the effects of the recent interventions of the Bank of Japan on the level and vo...
Exchange rate volatility, Foreign exchange intervention, Structural break, GARCH, Change points, Jap...
I examine the effectiveness of exchange rate intervention within the context of a Markov-switching m...
I examine the effectiveness of exchange rate intervention within the context of a Markov-switching m...
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