Reassessing the link between the Japanese yen and emerging Asian currencies

Journal of International Money and Finance

Volumn 33, Issue , 2013, Pages 306-326

  Kim, Bong Han ^a   Kim, Hyeongwoo ^b   Min, Hong Ghi ^c  

^a Kongju National University   (South Korea)

^b AUBURN UNIVERSITY   (United States)

^c Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

Author keywords

DCCX MGARCH; Dynamic conditional correlation; Emerging Asian currencies; Yen dollar exchange rate

Indexed keywords

EID: 84872440529     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2012.11.021     Document Type: Article

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