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Interventions in the Yen-dollar spot market: A story of price, volatility and volume

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Author Info
Kim, Suk-Joong
Sheen, Jeffrey

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File URL: http://www.sciencedirect.com/science/article/B6VCY-4KDBM3H-2/2/3b248b812c66517d42a6ba799f94dd2d
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 30 (2006)
Issue (Month): 11 (November)
Pages: 3191-3214
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Handle: RePEc:eee:jbfina:v:30:y:2006:i:11:p:3191-3214

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  1. Lukas Menkhoff, 2008. "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  2. Gabriele Galati & Patrick Higgins & Owen Humpage & William Melick, 2007. "Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 225-247. [Downloadable!]
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  3. Post, Erik, 2006. "Foreign exchange market interventions as monetary policy," Working Paper Series 2006:21, Uppsala University, Department of Economics. [Downloadable!]
  4. Yushi Yoshida & Jan C. Rülke, 2009. "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers 35, Kyushu Sangyo University, Faculty of Economics. [Downloadable!]
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This page was last updated on 2009-12-3.

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