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Selected findings, in English

WP-001 — The reaction function of FX intervention has two layers

Six yen-buying episodes since 2022 (n=6). Intervention effect is measured as the number of business days until the exchange rate recovers half of the move. Observed half-lives range from 1 to 431 business days and show no clear relationship with the amount spent. What separates long from short is not size but whether a macroeconomic catalyst arrives within the surviving window of the effect. All statements are descriptive; with n=6 no statistical inference is claimed. E6 is right-censored.

Canonical: docs/wp-001.md · v1.3 · SHA-256 139025fd6e9584e4d6990e3df6c2080b7c8dcb0d4c564b81a5c5a3e57a17bd2f

N-003 — The evidence structure of rate checks

A rate check is a central bank asking dealers for indicative quotes immediately before intervention. The finding is structural rather than episodic: the same act is permanently unconfirmable when performed by the Japanese authorities, and becomes primary-source fact when performed by the US authorities, because FOMC minutes and the New York Fed quarterly report record it. The asymmetry is a property of disclosure regimes, not of the information.

Canonical: docs/n-003.md · v1.1 · SHA-256 79619a1286b4c48e1eb4c0a28318c48f90c0bc4cca4771756e852704b8274212

N-004 — Remaining capacity and the FIMA repo

Four funding layers for yen-buying intervention: foreign currency deposits, bills, outright sales of US Treasuries, and the Federal Reserve FIMA repo facility. The three constraints on FIMA use — prior approval, repayment obligation, and the backstop rate — are established from Federal Reserve primary sources. FIMA usage during the E6 week was zero, confirmed twice by independent routes.

Canonical: docs/n-004.md · v1.0 · SHA-256 ce06ff3854585ede33baf08905af685024de59640e2b39ed368e6c46c2ab3ecb

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