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Asymmetric impact of trade balance news on asset prices

Aggarwal, Raj - In: Journal of international financial markets, … 8 (1998) 1, pp. 83-100

Persistent link: https://www.econbiz.de/10001246200

The foreign exchange rate exposure of nations

Entorf, Horst (contributor); Moeber, Jochen (contributor); … - 2007

Following the well-known approach by Adler and Dumas (1984) we evaluate the foreign exchange rate exposure of nations. Results based on data from 27 countries show that national foreign exchange rate exposures are significantly related to the current trade balance variables of corresponding...

Persistent link: https://www.econbiz.de/10003412063

Asymmetric impact of news on asset prices and exchange rates : empirical evidence for balance of trade announcements

Aggarwal, Raj; Schirm, David Craig - In: Selected international investment portfolios, (pp. 53-72). 1998

Persistent link: https://www.econbiz.de/10001472285

Asset price, the exchange rate, and trade balances in China : a sign restriction VAR approach

Kim, Wongi - In: East Asian economic review 22 (2018) 3, pp. 371-400

Persistent link: https://www.econbiz.de/10011914769

External stocks and volatility overflow among the exchange rate of the Yen, Nikkei, TOPIX and sectoral stock indices

Sultonov, Mirzosaid - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13

In this paper, we examined the changes in volatility overflow among the exchange rate of the Japanese yen (JPY), the …

Persistent link: https://www.econbiz.de/10012797403

Impact of Yen on Japanese Stocks

Owyong, David T. - 2011

This paper considers the changing value of the yen and its impact on the Japanese stock market during the last three …. In addition, we found the response to a rising or falling yen to be asymmetric. The dispersion of yen sensitivity is also … conditions. We also found that yen sensitivity can contribute substantially to stock volatility …

Persistent link: https://www.econbiz.de/10013121221