Browsing by Author "Filippova, Daria"
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Effect of foreign exchange interventions on volatility of dollar/yen exchange rate
Defence status: DEFENDEDFilippova, Daria (Univerzita Karlova, Fakulta sociálních věd, 2017)Date of defense: 21. 6. 2017Japanese monetary authorities used to employ various intervention techniques to adjust the level of the dollar/yen exchange rate and reduce its volatility. Application of the GARCH-in- mean model for estimation of the ...