{"created":"2023-07-27T12:34:04.310239+00:00","id":37821,"links":{},"metadata":{"_buckets":{"deposit":"3ca09cfa-a293-48fd-b843-5dd4870071d6"},"_deposit":{"created_by":19,"id":"37821","owners":[19],"pid":{"revision_id":0,"type":"depid","value":"37821"},"status":"published"},"_oai":{"id":"oai:ir.ide.go.jp:00037821","sets":["3552:4093:4099"]},"author_link":["44663"],"item_14_biblio_info_6":{"attribute_name":"収録情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-06-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"353","bibliographic_titles":[{"bibliographic_title":"IDE Discussion Paper"},{"bibliographic_title":"IDE Discussion Paper","bibliographic_titleLang":"en"}]}]},"item_14_description_21":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_14_description_23":{"attribute_name":"DIG_NO","attribute_value_mlt":[{"subitem_description":"IDP000353_001","subitem_description_type":"Other"}]},"item_14_description_3":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper examines the causal relationship between central bank intervention and exchange returns in India. Using monthly data from December 1997 to December 2011, the empirical results derived from the CCF approach of Cheung and Ng (1996) suggest that there is causality-in-variance from exchange rate returns to central bank intervention, but not vice versa. These findings are robust in the sense that they hold in cases where the returns were measured from either the spot rate or the forward rate. Therefore, the results of this paper suggest that the Indian central bank has intervened in the foreign exchange market to respond to exchange rate volatility, although the volatility has not been influenced by central bank intervention in the form of net purchases of foreign currency in the market.","subitem_description_type":"Abstract"}]},"item_14_geolocation_18":{"attribute_name":"地域/国名","attribute_value_mlt":[{"subitem_geolocation_place":[{"subitem_geolocation_place_text":"インド"}]}]},"item_14_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.20561/00037816","subitem_identifier_reg_type":"JaLC"}]},"item_14_publisher_7":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Institute of Developing Economies　(IDE-JETRO)　"}]},"item_14_rights_5":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"Copyrights 日本貿易振興機構（ジェトロ）アジア経済研究所 / Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO) http://www.ide.go.jp"}]},"item_14_subject_16":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"338.95","subitem_subject_scheme":"NDC"}]},"item_14_subject_17":{"attribute_name":"JEL分類","attribute_value_mlt":[{"subitem_subject":"JEL:E58 - Central Banks and Their Policies","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL:F31 - Foreign Exchange","subitem_subject_scheme":"Other"}]},"item_14_subject_19":{"attribute_name":"主題(図書館用)","attribute_value_mlt":[{"subitem_subject":"India","subitem_subject_scheme":"Other"},{"subitem_subject":"Foreign exchange","subitem_subject_scheme":"Other"},{"subitem_subject":"Exchange control","subitem_subject_scheme":"Other"},{"subitem_subject":"Central bank","subitem_subject_scheme":"Other"},{"subitem_subject":"Causality-in-variance","subitem_subject_scheme":"Other"},{"subitem_subject":"Exchange rate","subitem_subject_scheme":"Other"},{"subitem_subject":"Intervention","subitem_subject_scheme":"Other"}]},"item_14_text_32":{"attribute_name":"著者別名","attribute_value_mlt":[{"subitem_text_value":"井上, 武"}]},"item_14_version_type_15":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Inoue, Takeshi"}],"nameIdentifiers":[{"nameIdentifier":"44663","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-04-10"}],"displaytype":"detail","filename":"IDP000353_001.pdf","filesize":[{"value":"319.5 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"本文","url":"https://ir.ide.go.jp/record/37821/files/IDP000353_001.pdf"},"version_id":"3eef43ee-321b-429c-8c3b-58f6c7dfc8eb"}]},"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":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Central bank intervention and exchange rate behaviour : empirical evidence for India","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Central bank intervention and exchange rate behaviour : empirical evidence for India"}]},"item_type_id":"14","owner":"19","path":["4099"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-10-11"},"publish_date":"2012-10-11","publish_status":"0","recid":"37821","relation_version_is_last":true,"title":["Central bank intervention and exchange rate behaviour : empirical evidence for India"],"weko_creator_id":"19","weko_shared_id":-1},"updated":"2023-07-27T15:44:36.446187+00:00"}