{"created":"2023-06-20T16:40:34.644166+00:00","id":10861,"links":{},"metadata":{"_buckets":{"deposit":"1f1e87b8-01d5-4304-9ae9-1c28f09fdd3b"},"_deposit":{"created_by":3,"id":"10861","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"10861"},"status":"published"},"_oai":{"id":"oai:kindai.repo.nii.ac.jp:00010861","sets":["14:923:1023:1053","21:3039:3527:3529"]},"author_link":["21024"],"item_2_alternative_title_3":{"attribute_name":"その他（別言語等）のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Impulse Response of the Exchange Rate Volatility to a Foreign Exchange Intervention Shock"}]},"item_2_biblio_info_21":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2009-07-01","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"617","bibliographicPageStart":"599","bibliographicVolumeNumber":"7","bibliographic_titles":[{"bibliographic_title":"生駒経済論叢"},{"bibliographic_title":"Ikoma Journal of Economics","bibliographic_titleLang":"en"}]}]},"item_2_description_33":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper uses Lin's technique (1997) to report on the impulse response function analysis that traces the dynamics of exchange rate volatility from innovations in Japanese foreign exchange intervention. Using a multivariate GARCH model,  we employed a volatility impulse response function based on Lin (1997) to detect the impulse response of exchange rate volatility on a one-unit foreign exchange intervention shock. The main findings of t his paper are as follows: (1) a foreign exchange intervention shock leads to a significant increase in exchange rate volatility,  and (2) the central bank takes persistent action against the exchange rate volatility shock.","subitem_description_type":"Abstract"}]},"item_2_description_36":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"This work was supported by KAKENHI (20730210).","subitem_description_type":"Other"}]},"item_2_description_41":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_2_publisher_14":{"attribute_name":"出版者 名前","attribute_value_mlt":[{"subitem_publisher":"近畿大学経済学会"}]},"item_2_source_id_22":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"13488686","subitem_source_identifier_type":"ISSN"}]},"item_2_text_7":{"attribute_name":"著者(英)","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"星河, 武志"}]},"item_2_text_8":{"attribute_name":"著者 所属","attribute_value_mlt":[{"subitem_text_value":"近畿大学経済学部; 講師"}]},"item_2_version_type_12":{"attribute_name":"版","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_be7fb7dd8ff6fe43","subitem_version_type":"NA"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Hoshikawa,  Takeshi"},{"creatorName":"ホシカワ, タケシ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-02-19"}],"displaytype":"detail","filename":"AA1196034X-20090731-0599.pdf","filesize":[{"value":"2.7 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"AA1196034X-20090731-0599.pdf","url":"https://kindai.repo.nii.ac.jp/record/10861/files/AA1196034X-20090731-0599.pdf"},"version_id":"471398c9-c944-46d1-ad61-05b69fcf3aa9"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Foreign exchange intervention","subitem_subject_scheme":"Other"},{"subitem_subject":"Exchange rate volatility","subitem_subject_scheme":"Other"},{"subitem_subject":"GARCH","subitem_subject_scheme":"Other"},{"subitem_subject":"causality-in-variance","subitem_subject_scheme":"Other"},{"subitem_subject":"impulse response function","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Impulse Response of the Exchange Rate Volatility to a Foreign Exchange Intervention Shock","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Impulse Response of the Exchange Rate Volatility to a Foreign Exchange Intervention Shock"}]},"item_type_id":"2","owner":"3","path":["1053","3529"],"pubdate":{"attribute_name":"公開日","attribute_value":"2010-07-29"},"publish_date":"2010-07-29","publish_status":"0","recid":"10861","relation_version_is_last":true,"title":["Impulse Response of the Exchange Rate Volatility to a Foreign Exchange Intervention Shock"],"weko_creator_id":"3","weko_shared_id":-1},"updated":"2023-06-20T23:37:16.822628+00:00"}