Transfiguration of the foreign exchange market since the euro introduction
We confirm that there are changes in the features of the foreign exchange market since the Euro introduction through empirical experiments on five major exchange rate series in the world. We verify the existence of asymmetry in volatility process of Japanese Yen (JPY)/United States Dollar (USD), Aus...
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Veröffentlicht in: | Applied financial economics |
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Sprache: | eng |
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2009
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Titel | Jahr | Band |
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Special issue: The global financial crisis | 2010 | 20.2010,1/3 |
Special issue: Purchasing power parity and real exchange rates | 2006 | 16.2006,1/2 |