Browsing Business and Law: Journal Articles by Subject "Tobit model"
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Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2013)This paper presents new empirical evidence on the effectiveness of Bank of Japan's foreign exchange interventions on the daily realized volatility of USD/JPY exchange rates using high frequency data. Following Huang and ...