Reassessing the link between the Japanese yen and emerging Asian currencies
Year of publication: |
2013
|
---|---|
Authors: | Kim, Bong-Han ; Kim, Hyeongwoo ; Min, Hong-Ghi |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 33.2013, C, p. 306-326
|
Publisher: |
Elsevier |
Subject: | Yen-dollar exchange rate | Emerging Asian currencies | Dynamic conditional correlation | DCCX-MGARCH |
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