Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model (Q5485114)
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scientific article; zbMATH DE number 5050412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model |
scientific article; zbMATH DE number 5050412 |
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Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model (English)
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28 August 2006
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central bank intervention
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foreign exchange volume
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Markov chain Monte Carlo
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missing observations
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multivariate stochastic volatility
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threshold model
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