𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Whither the Yen? Implications of an Intertemporal Model of the Dollar/Yen Rate

✍ Scribed by Menzie David Chinn


Book ID
115625646
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
255 KB
Volume
11
Category
Article
ISSN
0889-1583

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The conditional heteroscedasticity of th
✍ Y. K. Tse πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 108 KB πŸ‘ 1 views

This paper examines the conditional heteroscedasticity of the yenΒ±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