為替の自由化と短期国際資本移動(貿易・為替の自由化,総合研究)
スポンサーリンク
概要
- 論文の詳細を見る
This paper examines whether the particular points of time of structural changes in the Yen-Dollar exchange rate (identified in Akiba's previous works) can also be shown as the turning points in international capital movement. The efficiency (covered interest arbitrage) condition in the international capital market is selected as our estimation model. Based on the F-test (the estimates were corrected for the first-order serial correlation by iterative procedure), it is shown that intervention by the G-five nations since September 1985 had significant impact, but the effect was also observed since early 1985.
- 日本大学の論文
- 1990-03-20
著者
関連論文
- 為替レート感応的な貨幣需要関数とオーバーシューティング
- 為替の自由化と短期国際資本移動(貿易・為替の自由化,総合研究)
- 為替の自由化と短期国際資本移動(総合研究・貿易・為替の自由化)
- The Liquidity Preference Theory Reconsidered--Was it a Keynes′s Error?
- 為替レート動学の現状 : 限定的展望 (諏訪貞夫教授定年退職記念論文集)
- Some Implications of Fully Rational Expectations for Exchange Rate Fluctuations
- わが国の自然失業率仮説と合理的期待仮説の統計的分析(1968:1〜1981:4)
- The Role of Expectations in Inflation--Are Rational Expectations the All-round Champion?--An Econometric Investigation for the Japanese Experience(1968:1-1981:4)
- The Short-Run Demand for Money--Another Evidence From the Time Series (泉三義教授,小野信二教授,山田修教授退職記念論文集)
- Gains from Trade under Price Uncertainty (土屋申一教授・下村治教授・鈴木四郎教授・稲垣貫一教授・遠藤六郎教授退職記念論文集)
- 為替相場と購買力平価の乖離要因-下-
- 為替相場と購買力平価の乖離要因-上-
- 不確実性下の最適関税 : 国内の歪みのある場合(アジア太平洋地域の発展構造と国際分業,共同研究)
- 不確実性下の最適関税--国内の歪みのある場合 (アジア太平洋地域の発展構造と国際分業)