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Central bank interventions and implied exchange rate correlations
Nikkinen, Jussi; Vähämaa, Sami - In: Journal of empirical finance 16 (2009) 5, pp. 862-873
Persistent link: https://www.econbiz.de/10003900417
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Return-implied volatility dynamics of high and low yielding currencies
Kaurijoki, Miikka; Nikkinen, Jussi; Äijö, Janne - In: The journal of futures markets 35 (2015) 11, pp. 1026-1041
Persistent link: https://www.econbiz.de/10011546212
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Central Bank Interventions and Implied Exchange Rate Correlations
Nikkinen, Jussi - 2011
This paper examines the effects of the foreign exchange market interventions by the Bank of Japan on the ex ante correlations between the JPY/USD, EUR/USD, and GBP/USD exchange rates. The correlation estimates used in the analysis are derived from the market prices of OTC currency options. The...
Persistent link: https://www.econbiz.de/10013131457
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Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? : evidence from the volatility-spillover effects
Cao, Li; Jiang, Junhua; Piljak, Vanja - In: Research in international business and finance 65 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014432635
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Did Mega-Regional Trade Agreements Reshuffle the Financial Influence of the Us, China, and Japan in ASEAN? Evidence from the Volatility-Spillover Effects
Cao, Li; Jiang, Junhua; Piljak, Vanja - 2022
The Trans-Pacific Partnership (TPP) and the succeeding Comprehensive and Progressive Agreement for Trans-Pacific Partnership (CPTPP) were widely viewed as trade agreements aiming at containing the influence of China and raising that of the US and Japan in Asia. This study utilizes the outward...
Persistent link: https://www.econbiz.de/10013404630
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First offshore bond issuances and firm valuation
Dimic, Nebojsa; Orlov, Vitaly; Piljak, Vanja - In: International review of financial analysis 83 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013455040
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Did Mega-Regional Trade Agreements Reshuffle the Financial Influence of the US, China, and Japan in ASEAN? Evidence From the Volatility-Spillover Effects
Cao, Li; Jiang, Junhua; Piljak, Vanja - 2022
The Trans-Pacific Partnership (TPP) and the succeeding Comprehensive and Progressive Agreement for Trans-Pacific Partnership (CPTPP) were widely viewed as trade agreements aiming at containing the influence of China and raising that of the US and Japan in Asia. This study utilizes the outward...
Persistent link: https://www.econbiz.de/10014080471