Assessment of Weymark's measures of exchange market intervention: The case of Japan
Resource
Pacific Economic Review,? 12(5), 545-558
Journal
Pacific Economic Review
Journal Volume
12
Journal Issue
5
Pages
545-558
Date Issued
2007
Author(s)
Taketa, Kenshi
Abstract
This paper assesses the validity of the index of foreign exchange market intervention proposed by Weymark. We construct the Weymark index for Japan and then compare it with Japanese public intervention data to evaluate its performance. The results suggest that research using the Weymark index should be interpreted with caution. © 2007 The Authors. Journal compilation © 2007 Blackwell Publishing Ltd.
SDGs
Type
journal article
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