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The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility

✍ Scribed by Michael Frenkel; Christian Pierdzioch; Georg Stadtmann

Book ID: 113664077
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 242 KB
Volume: 14
Category: Article
ISSN: 1059-0560
DOI: 10.1016/j.iref.2003.09.003

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## Abstract The effects of changes in the yen/dollar exchange rate on the Korean economy during the pre‐crisis and the post‐crisis periods are examined using VAR models. The results show that Korean industrial production does not respond significantly to the depreciation of the Japanese yen against