Search Results - subject:"Won–dollar exchange rate"

Simultaneous inference on the Korean Won-US Dollar forward premium anomaly

Kim, Jinyong - In: International economic journal 37 (2023) 1, pp. 82-92

Persistent link: https://www.econbiz.de/10014294911

Herd behaviors in the stock and foreign exchange markets

Kim, Kyungsik; Yoon, Seong-Min; Kim, Yup - In: Physica A: Statistical Mechanics and its Applications 341 (2004) C, pp. 526-532

The herd behavior of returns for the won–dollar exchange rate and the Korean stock price index (KOSPI) is analyzed in … parameter satisfies the power-law behavior P(R)≃R−β with the exponents β=2.2 (the won–dollar exchange rate) and 2.4 (the KOSPI …

Persistent link: https://www.econbiz.de/10011062490

Multifractal features of financial markets

Kim, Kyungsik; Yoon, Seong-Min - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 272-278

We study the tick dynamical behavior of three assets in financial markets (the KOSPI, the won–dollar and yen–dollar exchange rates) using the rescaled range (R/S) analysis. The multifractal Hurst exponents with long-run memory effect can be obtained from those assets, and we discuss whether...

Persistent link: https://www.econbiz.de/10010590201