In this paper, we analyse the response of Japan’s foreign exchange and stock markets to the outcomes of the Brexit … impact of the Brexit referendum. …

Japan and its economic partners, namely, the United States, the Eurozone, and the United Kingdom. First, we apply a … housing prices. Second, we analyze the volatility spillover in housing prices between Japan and its economic partners using … bubble migration with time-varying coefficients. We document two historical bubble episodes from 1970 to 2018 in Japan …

Japan and its economic partners, namely, the United States, the Eurozone, and the United Kingdom. First, we apply a … housing prices. Second, we analyze the volatility spillover in housing prices between Japan and its economic partners using … bubble migration with time-varying coefficients. We document two historical bubble episodes from 1970 to 2018 in Japan …

On 23rd February 2017, SUERF and EY organized a conference on "Brexit and the Implications for Financial Services" at … EY's offices, Churchill Place, Canary Wharf, London. While the outcome of the Brexit negotiations remains highly … viewpoints expressed on a number of important themes: the systemic risks from Brexit; the possible role of equivalence versus …

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … of the series under investigation before and after the Brexit referendum, and find an increase in the degree of … persistence in all cases except for the British pound-yen IV, whose persistence has declined after Brexit. These findings …

consequences of Brexit, especially for financial markets, depend on the final agreement, which is still under negotiation …, these EU passports cease to apply for business activities between both jurisdictions after Brexit. The EU third … for all affected parties taking into account the opportunity costs of a failure in present Brexit negotiations. …

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … Brexit referendum, and find an increase in the degree of persistence in all cases except for the British pound-yen IV, whose … persistence has declined after Brexit. These findings highlight the importance of completing swiftly the negotiations with the EU …

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … Brexit referendum, and find an increase in the degree of persistence in all cases except for the British pound-yen IV, whose … persistence has declined after Brexit. These findings highlight the importance of completing swiftly the negotiations with the EU …