Large versus small foreign exchange interventions

B-Tier
Journal: Journal of Banking & Finance
Year: 2014
Volume: 43
Issue: C
Pages: 114-123

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We use non-temporal threshold analysis to investigate the exchange rate effects of large versus small interventions. More than two decades of official daily data on intervention in the JPY/USD market facilitate our analysis. We find no evidence that small interventions exert a discernible influence on the exchange rate while large interventions significantly influence the exchange rate in the theoretically consistent manner. We conclude that small interventions may not be considered a determinant of the exchange rate while large interventions constitute an important element in our understanding, and modeling, of the exchange rate.

Technical Details

RePEc Handle
repec:eee:jbfina:v:43:y:2014:i:c:p:114-123
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25