Using tick-by-tick data of the dollar-yen and euro-dollar exchange rates recorded in the actual transaction platform, a …

moving the US dollar, yen and euro in the intended direction at horizons of up to three months after G7 meetings, but not at …

proxies for market volatility and liquidity. We document that the (Swiss) franc and Japanese yen appreciate against the US … dollar when US stock prices decrease and US bond prices and FX volatility increase. These safe haven properties materialise … crises. The latter effects were particularly discernible for the yen during the recent financial crisis …

) Japanese yen (YEN) and the euro (EUR) for the period 1973-2012. The study makes use of GARCH family models. The results show … Indian rupee (INR) with respect to the US dollar (USD), Canadian dollar (CAD), British pound (GBP), Swiss franc (CHF …

We study how the financial conditions in the Center Economies [the U.S., Japan, and the Euro area] impact other …, and currency compositions of debt are significant factors. More specifically, having a higher weight on the dollar (or the … euro) makes the response of a financial variable such as the REER and exchange market pressure in the PHs more sensitive to …

Australian dollar, Japanese yen, euro, US dollar and Chinese renminbi. Utilizing a recently developed test procedure which … debated emergence of a yen bloc, euro bloc, or koala bloc. The empirical evidence brought forward in this paper suggests that … the US dollar is still a dominant currency in the East Asian region …

currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … the estimation results, two currencies, the Swiss franc and (to a lesser extent) the US dollar qualify as safe haven … analysis of bilateral euro-based exchange rates, given the euro's prominent role during the euro area sovereign debt crisis …

currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … the estimation results, two currencies, the Swiss franc and (to a lesser extent) the US dollar qualify as safe haven … analysis of bilateral euro-based exchange rates, given the euro's prominent role during the euro area sovereign debt crisis …