How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York
Year of publication: |
2005-12-22
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Authors: | Chiou, Ingyu ; Wagner, James Jordan- ; Yu, Hai-Chin |
Institutions: | EconWPA |
Subject: | price transmission | causality | VAR |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; pages: 18. Journal of the Academy of Finance, Vol. 3, No.2, 2005, 173-187. 18 pages |
Classification: | G15 - International Financial Markets |
Source: |
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Baklaci, Hasan F., (2009)
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