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Do both US and foreign macro surprises matter for the intraday exchange rate? : evidence from Japan
Fatum, Rasmus; Hutchison, Michael M.; Wu, Thomas - 2009
intraday JPY/USD exchange rate responses to a broad set of comparable news surprises from both the U.S. and Japan. We show that … news surprises from Japan are as influential as those from the U.S. in moving 5-minute JPY/USD exchange rate returns and …
Persistent link: https://www.econbiz.de/10003811787
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Do both US and foreign macro surprises matter for the intraday exchange rate? : Evidence from Japan
Fatum, Rasmus; Hutchison, Michael M.; Wu, Thomas Yen Hon - 2008
surprises from both the U.S. and Japan. We attempt to fill this gap in the literature by investigating the effects of both U … macro news emanate from Japan. This finding is robust across three different estimation procedures. In addition, we find …
Persistent link: https://www.econbiz.de/10003854798
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News and the dollar yen exchange rate : 1931 - 1933 ; the end of the gold standard, imperialism, and the Great Depression
Itō, Takatoshi - In: Journal of the Japanese and international economies : … 7 (1993) 2, pp. 107-131
Persistent link: https://www.econbiz.de/10001145210
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Business cycle asymmetries and the nominal exchange rate regimes
Razzak, Weshah A. - 1998
Persistent link: https://www.econbiz.de/10000996833
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U.S. money supply and china’s business cycles
Chen, Yanbin; Liu, Kai; Liu, Zhexi - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 957-980
Persistent link: https://www.econbiz.de/10012123538
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Primary commodity prices, the business cycle and the real exchange rate of the dollar
Fleisig, Heywood; Wijnbergen, Sweder van - 1985
Persistent link: https://www.econbiz.de/10000688810
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The reaction of exchange rates to economic news
Hakkio, Craig S.; Pearce, Douglas Kenneth - 1985
Persistent link: https://www.econbiz.de/10000700626
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Expected fiscal policy and the recession of 1982
Branson, William H.; Fraga Neto, Armínio; Johnson, … - 1985
Persistent link: https://www.econbiz.de/10000704078
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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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The US economic downturn and the Euro-Dollar exchange rates
Shahrestani, Hamid; Anaraki, Nahid Kalbasi; Ghaffari, Farhad - In: International business and economics research journal 8 (2009) 9, pp. 49-57
Persistent link: https://www.econbiz.de/10003893489