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Intraday evidence of the informational efficiency of the yen dollar exchange rate
Iwatsubo, Kentaro; Kitamura, Yoshihiro - In: Applied financial economics 19 (2009) 13/15, pp. 1103-1115
The informational efficiency of the yen/dollar exchange rate is investigated in five market segments within each …
Persistent link: https://www.econbiz.de/10003886006
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Identifying shifts in spread using the Cauchy CUSUM : an application to the Japanese yen/US dollar exchange rate
Dukich, John M.; Hawkins, Douglas M. - In: Applied financial economics 20 (2010) 4/6, pp. 417-424
distribution. Specifically, we illustrate this property of floating exchange rates with the Japanese yen/US dollar exchange rate …
Persistent link: https://www.econbiz.de/10003963321
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Heterogeneous behaviours and the effectiveness of central bank intervention in the yen/dollar exchange market
Kao, Chung-Wei; Wan, Jer-Yuh - In: Applied financial economics 22 (2012) 10/12, pp. 967-975
Persistent link: https://www.econbiz.de/10009625570
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Large changes in major exchange rates : a chronicle of the 1990s
Lobo, B. J. - In: Applied financial economics 12 (2002) 11, pp. 805-811
Persistent link: https://www.econbiz.de/10001711934
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Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations
Lim, Guay C. - In: Applied financial economics 8 (1998) 2, pp. 181-190
Persistent link: https://www.econbiz.de/10001244113
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Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
Pynnönen, Seppo; Hogan, Warren Pat; Batten, Jonathan A. - In: Applied financial economics 16 (2006) 8, pp. 583-606
Persistent link: https://www.econbiz.de/10003328457
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Enhancing returns on yen : minimizing risk reversal costs
VanderLinden, David; Nikolov, Kristijan - In: Applied financial economics 15 (2005) 17, pp. 1203-1211
Persistent link: https://www.econbiz.de/10003228791
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The role of fundamentalists and technicians in the foreign exchange market when the domestic currency is pegged to a basket
Moosa, Imad A.; Loughani, Nabeel E. al - In: Applied financial economics 13 (2003) 2, pp. 79-84
Persistent link: https://www.econbiz.de/10001725727
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Are implied volatilities more informative? : The Brazilian real exchange rate case
Chang, Eui Jung; Tabak, Benjamin Miranda - In: Applied financial economics 17 (2007) 7/9, pp. 569-576
Persistent link: https://www.econbiz.de/10003491198
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Is there an empirical link between the dollar price of the euro and the monetary fundamentals?
Karfakis, Costas I. - In: Applied financial economics 16 (2006) 13, pp. 973-980
Persistent link: https://www.econbiz.de/10003377851