Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
Year of publication: |
2008
|
---|---|
Authors: | Jayasinghe, Prabhath ; Tsui, Albert K. |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ, ISSN 0922-1425, ZDB-ID 6495813. - Vol. 20.2008, 4, p. 639-661
|
Saved in:
Saved in favorites
Similar items by person
-
Jayasinghe, Prabhath, (2008)
-
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath, (2014)
-
Jayasinghe, Prabhath, (2014)
- More ...