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Applied Economics Letters Volume 17, 2010 - Issue 4
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Original Articles

Effects of Japanese intervention on yen/dollar exchange rate volatility: a conditional jump dynamics approach

Jer-Yuh Wan Department of Economics, Tamkang University, Tamsui, Taipei County, 25137, TaiwanCorrespondence[email protected]
&
Chung-Wei Kao Department of Public Finance and Taxation, Takming University of Science and Technology, Taipei, 11451, Taiwan
Pages 367-373 | Published online: 15 May 2008

Citations (4)

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Read on this site (2)

Jonathan Mpundu Chipili. (2014) Foreign Exchange Intervention and Exchange Rate Volatility in Zambia. Journal of African Business 15:2, pages 114-121.
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Chung-Wei Kao & Jer-Yuh Wan. (2012) Heterogeneous behaviours and the effectiveness of central bank intervention in the yen/dollar exchange market. Applied Financial Economics 22:12, pages 967-975.
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Articles from other publishers (2)

Yoshihiro Kitamura. (2017) A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data. Journal of International Money and Finance 75, pages 32-46.
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?? ?. (2011) . Finance 01:01, pages 7-12.
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