Effects of Japanese intervention on yen/dollar exchange rate volatility: a conditional jump dynamics approach
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DOI: 10.1080/13504850701735799
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Cited by:
- Kitamura, Yoshihiro, 2017. "A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 32-46.
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