Die Interventionen der japanischen Zentralbank und die Volatilität des Dollar Yen-Wechselkurses

Translated title of the contribution: Bank of Japan interventions and the volatility of the dollar yen exchange rate

Georgios Chortareas, Ying Jiang

Research output: Journal PublicationArticlepeer-review

Abstract

We analyse the impact of Bank of Japan’s (BoJ) intervention on the volatility of the USD JPY exchange rates under a regime switching framework. We find that the Yen intervention decreases the volatility, and the impact is only significant when market volatility is low.

Translated title of the contributionBank of Japan interventions and the volatility of the dollar yen exchange rate
Original languageGerman
Pages (from-to)25-36
Number of pages12
JournalCredit and Capital Markets
Volume50
Issue number1
DOIs
Publication statusPublished - 2017

ASJC Scopus subject areas

  • Business, Management and Accounting (miscellaneous)
  • Economics, Econometrics and Finance (miscellaneous)
  • Law

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