Exchange rate exposure of sectoral returns and volatilities : further evidence from Japanese industrial sectors
Prabhath Jayasinghe; Albert K. Tsui; Zhaoyong Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Jayasinghe, Prabhath ; Tsui, Albert K. ; Zhang, Zhaoyong |
| Published in: |
Pacific economic review. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1361-374X, ZDB-ID 1386453-1. - Vol. 19.2014, 2, p. 216-236
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Korrelation | Correlation | Japan | 1992-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010503073