The Effects of Foreign Exchange Market Interventions of the Bank of Japan on the $/Yen Exchange Rate Volatility
| Author | : Michael Frenkel |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 2002 |
| ISBN-10 | : OCLC:1375574441 |
| ISBN-13 | : |
| Rating | : 4/5 (41 Downloads) |
Book Synopsis The Effects of Foreign Exchange Market Interventions of the Bank of Japan on the $/Yen Exchange Rate Volatility by : Michael Frenkel
Download or read book The Effects of Foreign Exchange Market Interventions of the Bank of Japan on the $/Yen Exchange Rate Volatility written by Michael Frenkel and published by . This book was released on 2002 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Previous studies have mainly used reports in the financial press to analyze the link between the interventions of the Bank of Japan (BoJ) and exchange rate volatility. We use official intervention data for the period 1993 - 2000 that were released only recently by the BoJ and find that interventions of the BoJ increased the volatility of the $/yen exchange rate.
