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Exchange Rate Exposure of Sectoral Returns and Volatilities : Evidence from Japanese Industrial Sectors
Jayawickrama, Ananda; Abeysinghe, Tilak - East Asian Bureau of Economic Research (EABER) - 2007
have direct implications for practitioners in formulating investment decisions and currency hedging strategies. …
Persistent link: https://www.econbiz.de/10009363774
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Time-Varying Currency Betas : Evidence from Developed and Emerging Markets
Jayasinghe, Prabhath; Tsui, Albert K. - East Asian Bureau of Economic Research (EABER) - 2009
This paper examines the conditional time-varying currency betas from five developed markets and four emerging markets … currency of each country. It is found that currency betas are more volatile than those of the world market betas. Currency … currency betas. The usefulness of time-varying currency betas are illustrated by two applications. …
Persistent link: https://www.econbiz.de/10009363801
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How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
Pontines, Victor; Siregar, Reza Y. - East Asian Bureau of Economic Research (EABER) - 2012
The possible crucial role of international bank lending in transmitting adverse economic disturbance from developed economies to emerging economies in the 2008–2009 global financial crisis has placed capital flows into sharper scrutiny in academic and policy discussions. The...
Persistent link: https://www.econbiz.de/10011278020
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How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
Pontines, Victor; Siregar, Reza Y. - East Asian Bureau of Economic Research (EABER) - 2012
The possible crucial role of international bank lending in transmitting adverse economic disturbance from developed economies to emerging economies in the 2008–2009 global financial crisis has placed capital flows into sharper scrutiny in academic and policy discussions. The...
Persistent link: https://www.econbiz.de/10011278114
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Asian Monetary Integration : A Japanese Perspective
Kawai, Masahiro - East Asian Bureau of Economic Research (EABER) - 2014
regimes–rather than a peg to an external currency. This requires major emerging economies–particularly the People’s Republic … to create a regional monetary anchor through a combination of some form of national inflation targeting and a currency … basket system. Emerging economies in the region need to find a suitable currency basket for their exchange rate target, such …
Persistent link: https://www.econbiz.de/10011278016
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Revisiting the Internationalization of the Yuan
Yu, Yongding - East Asian Bureau of Economic Research (EABER) - 2012
) government bonds, the People’s Republic of China (PRC) needs a currency with international status that can match its economic …
Persistent link: https://www.econbiz.de/10011278039
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Asian Monetary Integration : A Japanese Perspective
Kawai, Masahiro - East Asian Bureau of Economic Research (EABER) - 2014
regimes–rather than a peg to an external currency. This requires major emerging economies–particularly the People’s Republic … to create a regional monetary anchor through a combination of some form of national inflation targeting and a currency … basket system. Emerging economies in the region need to find a suitable currency basket for their exchange rate target, such …
Persistent link: https://www.econbiz.de/10011278111
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Revisiting the Internationalization of the Yuan
Yu, Yongding - East Asian Bureau of Economic Research (EABER) - 2012
) government bonds, the People’s Republic of China (PRC) needs a currency with international status that can match its economic …
Persistent link: https://www.econbiz.de/10011278134
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Asian Monetary Integration : A Japanese Perspective
Kawai, Masahiro - East Asian Bureau of Economic Research (EABER) - 2014
regimes–rather than a peg to an external currency. This requires major emerging economies–particularly the People’s Republic … to create a regional monetary anchor through a combination of some form of national inflation targeting and a currency … basket system. Emerging economies in the region need to find a suitable currency basket for their exchange rate target, such …
Persistent link: https://www.econbiz.de/10011278166
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Are the East Asian Currencies still Misaligned? An Analysis Based on Absolute PPP-Income Relationship using Panel Data
Motonishi, Taizo - East Asian Bureau of Economic Research (EABER) - 2009
Over 10 years after the currency crisis, the degree of exchange rate misalignment is still an issue of contention for … East Asian countries. This study evaluates the degrees of currency misalignment of Korea, China, Malaysia, Thailand, the … distinction between local currency misalignments and the US dollar misalignment is stressed. The estimated misalignments in 2007 …
Persistent link: https://www.econbiz.de/10009365503