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DCCX-MGARCH
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Dynamic Conditional Correlation
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Dynamic conditional correlation
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Emerging Asian Currencies
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Emerging Asian currencies
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Yen-Dollar Exchange Rate
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Kim, Bong-Han
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Kim, Hyeongwoo
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Min, Hong-Ghi
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Journal of International Money and Finance
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Reassessing the Link between the Japanese Yen and
Emerging
Asian
Currencies
Kim, Bong-Han
;
Kim, Hyeongwoo
;
Min, Hong-Ghi
-
Department of Economics, Auburn University
-
2011
We reassess the degree of exchange rate co-movement between the Japanese yen and 5
emerging
Asian
currencies
relative …
Persistent link: https://www.econbiz.de/10010862328
Saved in:
2
Reassessing the link between the Japanese yen and
emerging
Asian
currencies
Kim, Bong-Han
;
Kim, Hyeongwoo
;
Min, Hong-Ghi
- In:
Journal of International Money and Finance
33
(
2013
)
C
,
pp. 306-326
We reassess the degree of exchange rate co-movement between the Japanese yen and five
emerging
Asian
currencies
…
Persistent link: https://www.econbiz.de/10011048460
Saved in:
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