{
  "annotation_id": "241facab-d5c8-4b68-918c-6bddd04b194c",
  "date_created": "2026-03-02T18:00:59.875000Z",
  "date_modified": "2026-03-02T18:00:59.875000Z",
  "file_hash": "ffcfa3d1e241e56e88cde7c806337b64dd33f14666170733c694ce0154cb9bb7",
  "private": false,
  "record": {
    "abstract": "In foreign exchange markets monotonic rate changes can be observed in time\nscale of order of an hour on the days that governmental interventions took\nplace. We estimate the starting time of an intervention using this\ncharacteristic behavior of the exchange rates. We find that big amount of\ninterventions can shift the averaged rate about 1 yen per 1 dollar in an hour,\nand the rate change distribution becomes asymmetric for a few hours.",
    "arxiv_id": "physics/0508172",
    "authors": [
      "Takayuki Mizuno",
      "Yukiko Umeno Saito",
      "Tsutomu Watanabe",
      "Hideki Takayasu"
    ],
    "categories": [
      "physics.data-an",
      "q-fin.GN"
    ],
    "title": "Characteristic market behaviors caused by intervention in a foreign   exchange market",
    "url": "https://arxiv.org/abs/physics/0508172"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "f15cea93-283a-4ca5-bc61-693b4c78fc1b",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}