[journal]
Beine, M
/ 2007
/ Central Bank Intervention and Exchange Rate Volatility, It’s Continuous and qJump Components
/ International Journal of Finance and Economics
12
: 201~223
[book]
Davidson, R
/ 2004
/ Econometric theory and methods
/ Oxford University Press
[journal]
Dominguez,K.M
/ 1998
/ Central bank intervention and exchange rate volatility
/ Journal of International Money and Finance
17
: 161~190
[journal]
Dominguez, K. M
/ 1993
/ Does foreign‐exchange intervention matter? The portfolio effect
/ American Economic Review
83
: 1356~1369
[journal]
Fatum,R
/ 2002
/ Post‐sPlaza intervention in the DEM/USD exchange rate
/ Canadian Journal of Economics
35
: 556~567
[journal]
Fatum, R
/ 2003
/ Is sterilized foreign exchange intervention effective after all? An event study approach
/ The Economic Journal
113
: 390~411
[journal]
Fatum,R
/ 2006
/ Effectiveness of official daily foreign exchange market intervention operations in Japan
/ Journal of International Money and Finance
25
: 199~219
[journal]
Frankel, J. A
/ 1990
/ Chartists, fundamentalists, and trading in the foreign exchange market
/ American Economic Review, Papers and Proceedings
80
: 181~185
[journal]
Hansen,B.E
/ 1999
/ Testing for linearity
/ Journal of Economic Surveys
13
: 551~576
[journal]
Hansen,B.E
/ 2000
/ Sample splitting and threshold estimation
/ Econometrica
68
: 575~603
[journal]
Hung,J.H
/ 1997
/ Intervention strategies and exchange rate volatility:a noise trading perspective
/ Journal of International Money and Finance
16
: 779~793
[journal]
Kearns, J
/ 2005
/ Identifying the efficacy of central bank interventions:evidence from Australia and Japan
/ Journal of International Economics
66
: 31~48
[journal]
Sarno, L
/ 2001
/ Official intervention in the foreign exchange market:Is it effective and,if so,how does it work
/ Journal of Economic Literature
39
: 839~868
[journal]
Taylor,M.P
/ 2003
/ Purchasing power parity
/ Review of International Economics
11
: 436~452
[journal]
Taylor,M.P
/ 2004
/ Is official exchange rate intervention effective
/ Economica
71
: 1~11
[journal]
Taylor,M.P
/ 2005
/ Official foreign exchange rate intervention as a coordinating signal in the dollar‐yen market
/ Pacific Economic Review
10
: 73~82
[journal]
Taylor, M. P
/ 1992
/ The use of technical analysis in the foreign exchange market
/ Journal of International Money and Finance
11
: 304~314
