Sultonov, Mirzosaid; Jehan, Shahzdah Nayyar - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-8
In this paper, we analyse the response of Japan’s foreign exchange and stock markets to the outcomes of the Brexit referendum and the U.S. presidential election. We estimate the changes in returns of the daily exchange rates of the yen (JPY), the daily closing price index of the Nikkei and the...
