Market impacts of Japanese macroeconomic announcements within minutes on the dollar/yen foreign exchange are analyzed …-term business survey conducted by Bank of Japan), GDP, industrial production (preliminary), PPI, CPI (Tokyo area), the unemployment … components have return impacts also have impacts on deals and volatility. The announcement itself, in addition to the magnitude …

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 …

but it was neither constant nor stable over subsamples and that its volatility was considerably reduced after October 1982 …

Three surveys of exchange rate expectations allow us to measure directly the expected rates of return on yen versus … dollars. Expectations of yen appreciation against the dollar have been (1) consistently large, (2) variable, and (3) greater …-term horizons expectations exhibit bandwagon effects, while at longer-term horizons they show the reverse. A 10 percent yen …

United States and the fiscal position of the U.K., West Germany and Japan have also contributed to the dollar's strength …

It appears that volatility in equity markets is asymmetric: returns and conditional volatility are negatively … correlated. We provide a unified framework to simultaneously investigate asymmetric volatility at the firm and the market level … empirical evidence on asymmetry to Japanese stocks. Although volatility asymmetry is present and significant at the market and …