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Intraday effects of macroeconomic shocks on the US Dollar-Euro exchange rates

Han, Young Wook - In: Japan and the world economy : international journal of … 20 (2008) 4, pp. 585-600

Persistent link: https://www.econbiz.de/10003778517

Macroeconomic shocks and jumps in the long memory models of daily KRW-USD and KRW-JPY foreign exchange rates

Han, Young Wook - In: Seoul journal of economics 21 (2008) 4, pp. 527-550

Persistent link: https://www.econbiz.de/10003795109

The effects of US macroeconomic surprises on the intraday movements of foreign exchange rates : cases of USD-EUR and USD-JPY exchange rates

Han, Young Wook - In: International economic journal 24 (2010) 3, pp. 375-396

Persistent link: https://www.econbiz.de/10008822755

Poisson jumps and long memory volatility process in high frequency European exchange rates

Han, Young Wook - In: Seoul journal of economics 20 (2007) 2, pp. 202-222

Persistent link: https://www.econbiz.de/10003499986

High frequency perspective on jump process, long memory property and temporal aggregation : case of $-AUD exchange rates

Han, Young Wook - In: Japan and the world economy : international journal of … 19 (2007) 2, pp. 248-262

Persistent link: https://www.econbiz.de/10003555187

Long memory property and central bank intervention during the currency crisis in the daily Korean won-US dollar exchange rates

Han, Young Wook - In: The journal of the Korean economy 4 (2003) 1, pp. 93-116

Persistent link: https://www.econbiz.de/10009763045

Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis

Han, Young Wook - In: Journal of East Asian economic integration 18 (2014) 1, pp. 3-27

Persistent link: https://www.econbiz.de/10010347752

Structural breaks and long memory property in Korean won exchange rates : adaptive FIGARCH model

Han, Young Wook - In: Dae oe gyeong je yeon gu 15 (2011) 2, pp. 33-59

Persistent link: https://www.econbiz.de/10009234575

Long memory volatility dependency, temporal aggregation and the Korean currency crisis : the role of a high frequency Korean won (KRW)-US dollar ($) exchange rate

Han, Young Wook - In: Japan and the world economy : international journal of … 17 (2005) 1, pp. 97-109

Persistent link: https://www.econbiz.de/10002533040

Quantitative comparisons on the intrinsic features of foreign exchange rates between the 1920s and the 2010s : case of the USD-GBP exchange rate

Han, Young Wook - In: East Asian economic review 20 (2016) 3, pp. 365-390

This paper quantitatively compares the intrinsic features of the daily USD-GBP exchange rates in two different periods, the 1920s and the 2010s, under the same freely floating exchange rate system. Even though the foreign exchange markets in the 1920s seem to be much less organized and developed...

Persistent link: https://www.econbiz.de/10011765010