Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?
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More about this item
KeywordsForeign exchange market intervention; GARCH; option-implied distributions;
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
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