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The effectiveness of joint intervention on the yen/US dollar exchange rate
Chen, Langnan; Huang, Xun - In: Applied economics letters 15 (2008) 4/6, pp. 375-378
Persistent link: https://www.econbiz.de/10003727367
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Using multivariate stochastic volatility models to investigate the interactions among NASDAQ and major Asian stock indices
Chen, Shieh-liang; Huang, Shian-chang; Lin, Yi-mien - In: Applied economics letters 14 (2007) 1/3, pp. 127-133
Persistent link: https://www.econbiz.de/10003448433
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Effects of Japanese intervention on yen/dollar exchange rate volatility : a conditional jump dynamics approach
Wan, Jer-Yuh; Kao, Chung-Wei - In: Applied economics letters 17 (2010) 4/6, pp. 367-373
Persistent link: https://www.econbiz.de/10003979494
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Realized volatility forecasting in an international context
Taylor, Nicholas - In: Applied economics letters 22 (2015) 4/6, pp. 503-509
Persistent link: https://www.econbiz.de/10010510802
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A note on the yen/dollar rate without foreign exchange intervention
Hoshikawa, Takeshi; Yamaguchi, Keiko - In: Applied economics letters 20 (2013) 1/3, pp. 238-243
Persistent link: https://www.econbiz.de/10009702948
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On the predictability of daytime and night-time yen/dollar exchange rates
Fukuda, Shin'ichi - In: Applied economics letters 23 (2016) 7/9, pp. 618-622
Persistent link: https://www.econbiz.de/10011628029
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Predicting a flash crash in the yen/dollar foreign exchange market
Kitamura, Yoshihiro - In: Applied economics letters 24 (2017) 13/15, pp. 987-990
Persistent link: https://www.econbiz.de/10011716501
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News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi; Ishijima, Hiroshi; Shintani, Mototsugu - In: Applied economics letters 31 (2024) 6, pp. 568-573
Persistent link: https://www.econbiz.de/10014470544