✦ LIBER ✦

Dynamic characteristics of the daily yen–dollar exchange rate

✍ Scribed by Kurita, Takamitsu

Book ID: 121468280
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 611 KB
Volume: 30
Category: Article
ISSN: 0275-5319
DOI: 10.1016/j.ribaf.2013.05.004

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dynamical volatilities for yen–dollar ex

Dynamical volatilities for yen–dollar exchange rates

✍ Seong-Min Yoon; J.S. Choi; C. Christopher Lee; Myung-Kul Yum; Kyungsik Kim 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 174 KB

THE YEN-DOLLAR EXCHANGE RATE AND MALAYSI

THE YEN-DOLLAR EXCHANGE RATE AND MALAYSIAN MACROECONOMIC DYNAMICS

✍ Mansor H. IBRAHIM 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 804 KB

Implicit bands in the yen/dollar exchang

Implicit bands in the yen/dollar exchange rate

✍ Ledesma-Rodríguez, Francisco; Navarro-Ibáñez, Manuel; Pérez-Rodríguez, Jorge; So 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 260 KB

Phase transition of dynamical herd behav

Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates

✍ Seong-Min Yoon; J.S. Choi; Y. Kim; Kyungsik Kim 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 198 KB

The conditional heteroscedasticity of th

The conditional heteroscedasticity of the yen–dollar exchange rate

✍ Y. K. Tse 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 108 KB 👁 1 views

This paper examines the conditional heteroscedasticity of the yen±dollar exchange rate. A model is constructed by extending the asymmetric power autoregressive conditional heteroscedasticity model to a process that is fractionally integrated. It is found that, unlike the equity markets, the apprecia

Japanese vocal intervention and the yen/

Japanese vocal intervention and the yen/dollar exchange rate

✍ Haesik Park; Chi-Young Song 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 397 KB