A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data
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DOI: 10.1016/j.jimonfin.2017.04.005
Abstract: I propose a new methodology to assess the effect of foreign exchange (FX) intervention, based on the probability of an FX rate reaching. The variable is the probability of an FX rate reaching a particular… read more here.
Keywords: intervention; foreign exchange; probability; exchange intervention ... See more keywords