exchange rate fluctuations vis-…-vis the Japanese yen and the US dollar. Then, the optimal basket weight to minimize the … Japanese and US firms in their markets. The duopoly model is used to determine export prices and volumes in response to the … generally reasonable. The optimal currency weights for the yen and the US dollars are derived and compared with actual weights …

Market impacts of Japanese macroeconomic announcements within minutes on the dollar/yen foreign exchange are analyzed …

Using tick-by-tick data of the dollar-yen and euro-dollar exchange rates recorded in the actual transaction platform, a …

dollar, the euro, or the yen. Although there appear to be reasonably well-defined euro and dollar areas, there does not seem … to be a yen area. We also address the question of how trade and co-movements of outputs and prices would respond to the …

This paper examines the efficiency of the forward yen/dollar market using micro survey data. We first argue that the …

The survey data on the yen/dollar exchange rate, collected twice a month for eight years from 1985 to 1993, shows the …. Although the history of the yen/dollar exchange rate fluctuations in the past two decades shows mean reversion over several … includes sub-periods of sharp yen appreciations and of relative calm, and with respect to different specifications. Third, the …

Intraday movements in the yen/dollar rate are examined over the 1980-86 period using opening and closing quotes in the … and U.S. stock prices suggests that intraday yen/dollar rate movements do contain at least some relevant information … exchange rate also are examined, and some evidence on subsequent mean reversion is presented. Finally, the response of Japanese …

's aggression in China and resulting diplomatic isolation. In 1933, the yen appreciated against the dollar, mainly in the New York … $/yen exchange rate from December 1931 to November 1933 is analyzed. Japan's decision to go off gold in December 1931 … depreciated yen by 30% in a month, mostly in the Tokyo market. During 1932, the yen depreciated another 30%, mainly due to Japan …