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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the asian crisis vs. the global crisis
Han, Young Wook - In: Journal of East Asian economic integration 18 (2014) 1, pp. 3-27
dependency of the daily returns. The estimation results reflect that the long memory volatility dependency of the KRW-USD is …
Persistent link: https://www.econbiz.de/10011568197
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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Han, Young Wook - In: Journal of East Asian economic integration 18 (2014) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10010347752
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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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Long memory property and central bank intervention during the currency crisis in the daily Korean won-US dollar exchange rates
Han, Young Wook - In: The journal of the Korean economy 4 (2003) 1, pp. 93-116
Persistent link: https://www.econbiz.de/10009763045
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Poisson jumps and long memory volatility process in high frequency European exchange rates
Han, Young Wook - In: Seoul journal of economics 20 (2007) 2, pp. 202-222
Persistent link: https://www.econbiz.de/10003499986
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The effects of US macroeconomic surprises on the intraday movements of foreign exchange rates : cases of USD-EUR and USD-JPY exchange rates
Han, Young Wook - In: International economic journal 24 (2010) 3, pp. 375-396
Persistent link: https://www.econbiz.de/10008822755
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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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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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Quantitative comparisons on the intrinsic features of foreign exchange rates between the 1920s and the 2010s : case of the USD-GBP exchange rate
Han, Young Wook - In: East Asian economic review 20 (2016) 3, pp. 365-390
Persistent link: https://www.econbiz.de/10011556212
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Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Baillie, Richard; Han, Young Wook - In: The Korean economic review 35 (2019) 1, pp. 183-203
Persistent link: https://www.econbiz.de/10012217148