Hall, Stephen G.; Kenjegaliev, Amangeldi; Swamy, P.A.V.B.; … - In: Journal of the Japanese and International Economies 29 (2013) C, pp. 1-20
We investigate bilateral currency pressures against the US dollar for three currencies: the Japanese yen, the Chinese yuan, and the UK pound during the period 2000:Q1 to 2009:Q4. We employ a model-based methodology to measure exchange market pressure over the period. Conversion factors required...