International reserve accumulation, exchange rate policy and Japanese economy.
Project/Area Number |
20730210
|
Research Category |
Grant-in-Aid for Young Scientists (B)
|
Allocation Type | Single-year Grants |
Research Field |
Public finance/Monetary economics
|
Research Institution | Kinki University |
Principal Investigator |
HOSHIKAWA Takeshi Kinki University, 経済学部, 講師 (20467674)
|
Project Period (FY) |
2008 – 2010
|
Project Status |
Completed (Fiscal Year 2010)
|
Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2010: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2009: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2008: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
|
Keywords | 為替相場 / 外国為替市場介入 / 外貨準備 / 株価 / 国際金融 / 日本経済 / 実証分析 / 為替介入 / 為替予想 / GARCH / ボラティリティ |
Research Abstract |
The Japanese foreign reserve increased rapidly in the 1990's. This research characterizes empirically how the Japanese foreign exchange policy has influenced the exchange rate, exchange rate volatility and stock price.
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Report
(4 results)
Research Products
(14 results)