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Bank restructuring in Asia : crisis management in the aftermath of the Asian financial crisis and prospects for crisis prevention

Itō, Takatoshi (contributor); Hashimoto, Yūko (contributor) - 2007

Persistent link: https://www.econbiz.de/10003488481

Malaysia

Itō, Takatoshi (contributor); Hashimoto, Yūko (contributor) - 2007

Persistent link: https://www.econbiz.de/10003488486

Korea

Itō, Takatoshi (contributor); Hashimoto, Yūko (contributor) - 2007

Persistent link: https://www.econbiz.de/10003488492

The impact of the Japanese banking crisis on the intraday FX market in late 1997

Hashimoto, Yūko - In: Journal of Asian economics 16 (2005) 2, pp. 205-222

Persistent link: https://www.econbiz.de/10002861101

The Impact of the Japanese Banking Crisis on the Intraday FX Market

Hashimoto, Yuko - Econometric Society - 2004

Using the tick-by-tick yen/dollar exchange rate, this paper examines the effect of Japanese banking crisis in late 1997 on the foreign exchange market. By high-frequency methodology, GARCH estimation and variance-ratio tests, the existence of a structural break in the foreign exchange market at...

Persistent link: https://www.econbiz.de/10005342336