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Informational linkages among the major currencies in the EBS market : evidence from the spot rates of the Euro, Yen and Swiss franc
Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 24 (2012) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10009583246
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Long memory volatility dependency, temporal aggregation and the Korean currency crisis : the role of a high frequency Korean won (KRW)-US dollar ($) exchange rate
Han, Young Wook - In: Japan and the world economy : international journal of … 17 (2005) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10002533040
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Aggregate trading behaviour of technical models and the yen/dollar exchange rate : 1976- 2007
Schulmeister, Stephan - In: Japan and the world economy : international journal of … 21 (2009) 3, pp. 270-279
Persistent link: https://www.econbiz.de/10003881986
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Intraday effects of macroeconomic shocks on the US Dollar-Euro exchange rates
Han, Young Wook - In: Japan and the world economy : international journal of … 20 (2008) 4, pp. 585-600
Persistent link: https://www.econbiz.de/10003778517
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Estimating time-varying currency betas with contagion : new evidence from developed and emerging financial markets
Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Japan and the world economy : international journal of … 30 (2014), pp. 10-24
Persistent link: https://www.econbiz.de/10010462927
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Purchasing power parity : Granger causality tests for the yen-dollar exchange rate
Schnabl, Gunther; Baur, Dirk - In: Japan and the world economy : international journal of … 14 (2002) 4, pp. 425-444
Persistent link: https://www.econbiz.de/10001721700
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Japanese vocal intervention and the yen/dollar exchange rate
Park, Haesik; Song, Chi-young - In: Japan and the world economy : international journal of … 20 (2008) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10003685878
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High frequency perspective on jump process, long memory property and temporal aggregation : case of $-AUD exchange rates
Han, Young Wook - In: Japan and the world economy : international journal of … 19 (2007) 2, pp. 248-262
Persistent link: https://www.econbiz.de/10003555187
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Information arrival, interest rate differentials, and yen/dollar exchange rate
Kitamura, Yoshihiro; Akiba, Hiroya - In: Japan and the world economy : international journal of … 18 (2006) 1, pp. 108-119
Persistent link: https://www.econbiz.de/10003253068
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Exchange rate volatility and its impact on the transaction costs of covered interest rate parity
Bhar, Ramprasad; Kim, Suk-Joong; Pham, Toan M. - In: Japan and the world economy : international journal of … 16 (2004) 4, pp. 503-525
Persistent link: https://www.econbiz.de/10002436354