The response of the dollar/Yen exchange rate to economic announcements

DOI10.1007/BF02425192zbMath1153.91709OpenAlexW2002032630MaRDI QIDQ1000363

Louis H. Ederington, Jae-Ha Lee

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02425192

zbMATH Keywords

volatilitydollar/Yen exchange rateeconomic announcements

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

This page was built for publication: The response of the dollar/Yen exchange rate to economic announcements