淡江大學機構典藏:Item 987654321/50340
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    題名: Effects of Japanese intervention on yen/dollar exchange rate volatility: a conditional jump dynamics approach
    作者: Wan, Jer-yuh;Kao, Chung-wei
    貢獻者: 淡江大學經濟學系
    關鍵詞: Economics;Macroeconomics
    日期: 2010-03
    上傳時間: 2010-08-09 15:42:38 (UTC+8)
    出版者: Abingdon: Routledge
    摘要: This article investigates the effects of foreign exchange interventions by the Japanese authorities on the level as well as the volatility of yen/dollar exchange rate. The empirical results show interventions in the last decade were effective not only in altering the exchange rate level, but also in volatility reduction. Jump events that tended to drive yen's appreciations and volatility increases have been effectively reduced by the 'large-in-size' interventions during the last decade. Our findings are in compliance with the coordination channel that explains the effectiveness in intervention proposed by Taylor (2004) and Reitz and Taylor (2006).
    關聯: Applied Economics Letters 17(4), pp.367-373
    DOI: 10.1080/13504850701735799
    顯示於類別:[經濟學系暨研究所] 期刊論文

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