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Exchange rate exposure of sectoral returns and volatilities : evidence from Japanese industrial sectors

Jayasinghe, Prabhath; Tsui, Albert K. - In: Japan and the world economy : international journal of … 20 (2008) 4, pp. 639-660

Persistent link: https://www.econbiz.de/10003778520

Exchange rate exposure of sectoral returns and volatilities : further evidence from Japanese industrial sectors

Jayasinghe, Prabhath; Tsui, Albert K.; Zhang, Zhaoyong - In: Pacific economic review 19 (2014) 2, pp. 216-236

Persistent link: https://www.econbiz.de/10010503073

Exchange Rate Exposure of Sectoral Returns and Volatilities : Evidence from Japanese Industrial Sectors

Jayasinghe, Prabhath - 2014

Most studies of exchange rate exposure of stock returns do not address three relevant aspects simultaneously. They are, namely: sensitivity of stock returns to exchange rate changes; sensitivity of volatility of stock returns to volatility of changes in foreign exchange market; and the...

Persistent link: https://www.econbiz.de/10013051554

Dependence patterns among Asian banking sector stocks : a copula approach

Mensah, Jones Odei; Premaratne, Gamini - In: Research in international business and finance 45 (2018), pp. 357-388

Persistent link: https://www.econbiz.de/10011983291

Integration of ASEAN banking sector stocks

Mensah, Jones Odei; Premaratne, Gamini - In: Journal of Asian economics 59 (2018), pp. 48-60

Persistent link: https://www.econbiz.de/10012102895

Dependence patterns among Asian banking sector stocks : a copula approach

Mensah, Jones Odei; Premaratne, Gamini - In: Research in international business and finance 41 (2017), pp. 516-546

Persistent link: https://www.econbiz.de/10011914578