FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2133784741> ?p ?o ?g. }

• W2133784741 endingPage "1533" @default.
• W2133784741 startingPage "1507" @default.
• W2133784741 abstract "Central banks react even to intraday changes in the exchange rate; however, in most cases, intervention data are available only at a daily frequency. This temporal aggregation makes it difficult to identify the effects of interventions on the exchange rate. We apply the Bayesian Markov‐chain Monte Carlo (MCMC) approach to this endogeneity problem. We use “data augmentation” to obtain intraday intervention amounts and estimate the efficacy of interventions using the augmented data. Applying this new method to Japanese data, we find that an intervention of 1 trillion yen moves the yen/dollar rate by 1.8%, which is more than twice as much as the magnitude reported in previous studies applying ordinary least squares to daily observations. This shows the quantitative importance of the endogeneity problem due to temporal aggregation." @default.
• W2133784741 created "2016-06-24" @default.
• W2133784741 creator A5044171512 @default.
• W2133784741 creator A5070817359 @default.
• W2133784741 creator A5070890725 @default.
• W2133784741 date "2012-11-28" @default.
• W2133784741 modified "2023-10-17" @default.
• W2133784741 title "A New Method for Identifying the Effects of Foreign Exchange Interventions" @default.
• W2133784741 cites W1501290692 @default.
• W2133784741 cites W1543137830 @default.
• W2133784741 cites W1560461471 @default.
• W2133784741 cites W1984014608 @default.
• W2133784741 cites W1989803140 @default.
• W2133784741 cites W1993578859 @default.
• W2133784741 cites W1996610237 @default.
• W2133784741 cites W2004368496 @default.
• W2133784741 cites W2012657629 @default.
• W2133784741 cites W2019210793 @default.
• W2133784741 cites W2031448398 @default.
• W2133784741 cites W2039297864 @default.
• W2133784741 cites W2039372093 @default.
• W2133784741 cites W2059279781 @default.
• W2133784741 cites W2066628672 @default.
• W2133784741 cites W2152977846 @default.
• W2133784741 cites W2165970714 @default.
• W2133784741 cites W2889916631 @default.
• W2133784741 cites W3122333081 @default.
• W2133784741 cites W3124586814 @default.
• W2133784741 cites W3125094895 @default.
• W2133784741 cites W3125544322 @default.
• W2133784741 cites W4232383088 @default.
• W2133784741 doi "https://doi.org/10.1111/j.1538-4616.2012.00542.x" @default.
• W2133784741 hasPublicationYear "2012" @default.
• W2133784741 type Work @default.
• W2133784741 sameAs 2133784741 @default.
• W2133784741 citedByCount "14" @default.
• W2133784741 countsByYear W21337847412013 @default.
• W2133784741 countsByYear W21337847412015 @default.
• W2133784741 countsByYear W21337847412016 @default.
• W2133784741 countsByYear W21337847412017 @default.
• W2133784741 countsByYear W21337847412018 @default.
• W2133784741 countsByYear W21337847412019 @default.
• W2133784741 countsByYear W21337847412020 @default.
• W2133784741 countsByYear W21337847412021 @default.
• W2133784741 countsByYear W21337847412022 @default.
• W2133784741 crossrefType "journal-article" @default.
• W2133784741 hasAuthorship W2133784741A5044171512 @default.
• W2133784741 hasAuthorship W2133784741A5070817359 @default.
• W2133784741 hasAuthorship W2133784741A5070890725 @default.
• W2133784741 hasBestOaLocation W21337847412 @default.
• W2133784741 hasConcept C10138342 @default.
• W2133784741 hasConcept C105795698 @default.
• W2133784741 hasConcept C107673813 @default.
• W2133784741 hasConcept C109168655 @default.
• W2133784741 hasConcept C111350023 @default.
• W2133784741 hasConcept C118552586 @default.
• W2133784741 hasConcept C149782125 @default.
• W2133784741 hasConcept C162324750 @default.
• W2133784741 hasConcept C27415008 @default.
• W2133784741 hasConcept C2776988154 @default.
• W2133784741 hasConcept C2780665704 @default.
• W2133784741 hasConcept C33923547 @default.
• W2133784741 hasConcept C41008148 @default.
• W2133784741 hasConcept C556758197 @default.
• W2133784741 hasConcept C610760 @default.
• W2133784741 hasConcept C71924100 @default.
• W2133784741 hasConcept C98763669 @default.
• W2133784741 hasConcept C99656134 @default.
• W2133784741 hasConceptScore W2133784741C10138342 @default.
• W2133784741 hasConceptScore W2133784741C105795698 @default.
• W2133784741 hasConceptScore W2133784741C107673813 @default.
• W2133784741 hasConceptScore W2133784741C109168655 @default.
• W2133784741 hasConceptScore W2133784741C111350023 @default.
• W2133784741 hasConceptScore W2133784741C118552586 @default.
• W2133784741 hasConceptScore W2133784741C149782125 @default.
• W2133784741 hasConceptScore W2133784741C162324750 @default.
• W2133784741 hasConceptScore W2133784741C27415008 @default.
• W2133784741 hasConceptScore W2133784741C2776988154 @default.
• W2133784741 hasConceptScore W2133784741C2780665704 @default.
• W2133784741 hasConceptScore W2133784741C33923547 @default.
• W2133784741 hasConceptScore W2133784741C41008148 @default.
• W2133784741 hasConceptScore W2133784741C556758197 @default.
• W2133784741 hasConceptScore W2133784741C610760 @default.
• W2133784741 hasConceptScore W2133784741C71924100 @default.
• W2133784741 hasConceptScore W2133784741C98763669 @default.
• W2133784741 hasConceptScore W2133784741C99656134 @default.
• W2133784741 hasIssue "8" @default.
• W2133784741 hasLocation W21337847411 @default.
• W2133784741 hasLocation W21337847412 @default.
• W2133784741 hasOpenAccess W2133784741 @default.
• W2133784741 hasPrimaryLocation W21337847411 @default.
• W2133784741 hasRelatedWork W1992080565 @default.
• W2133784741 hasRelatedWork W2100026337 @default.
• W2133784741 hasRelatedWork W2122529124 @default.
• W2133784741 hasRelatedWork W2497268598 @default.
• W2133784741 hasRelatedWork W3017105976 @default.
• W2133784741 hasRelatedWork W3164230063 @default.
• W2133784741 hasRelatedWork W3165722027 @default.

• next