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Intraday Yen/dollar Exchange Rate Movements

1988 Foreign exchange
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Release : 1988
Genre : Foreign exchange
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Book Synopsis Intraday Yen/dollar Exchange Rate Movements by : Takatoshi Itō

Download or read book Intraday Yen/dollar Exchange Rate Movements written by Takatoshi Itō. This book was released on 1988. Available in PDF, EPUB and Kindle. Book excerpt: Intraday movements in the yen/dollar rate are examined over the 1980-86 period using opening and closing quotes in the New York and Tokyo markets. The results indicate that random-walk behavior is violated about half of the time in various subsamples. However, the economic significance of departures from the random-walk model diminishes over time. Large jumps in the exchange rate also are examined, and some evidence on subsequent mean reversion is presented. Finally, the response of Japanese and U.S. stock prices suggests that intraday yen/dollar rate movements do contain at least some relevant information.

Intraday Yen

1991
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Author :
Release : 1991
Genre :
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Book Synopsis Intraday Yen by : Takatoshi Ito

Download or read book Intraday Yen written by Takatoshi Ito. This book was released on 1991. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: Intraday movements in the yen/dollar rate are examined over the 1980-86 period using opening and closing quotes in the New York and Tokyo markets. The results indicate that random-walk behavior is violated about half of the time in various subsamples. However, the economic significance of departures from the random-walk model diminishes over time. Large jumps in the exchange rate also are examined, and some evidence on subsequent mean reversion is presented. Finally, the response of Japanese and U.S. stock prices suggests that intraday yen/dollar rate movements do contain at least some relevant information.

Anatomy of Sudden Yen Appreciations

2019-07-01 Business & Economics
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Release : 2019-07-01
Genre : Business & Economics
Kind : eBook
Book Rating : 340/5 ( reviews)

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Book Synopsis Anatomy of Sudden Yen Appreciations by : Mr.Fei Han

Download or read book Anatomy of Sudden Yen Appreciations written by Mr.Fei Han. This book was released on 2019-07-01. Available in PDF, EPUB and Kindle. Book excerpt: The yen is an important barometer for the Japanese economy. Depreciations are typically associated with favorable economic developments such as increased corporate profits, rising equity prices, and upward pressure on domestic consumer prices. On the other hand, large and sharp appreciations run the risk of lowering actual and expected inflation, squeezing corporate profits, generating a negative wealth effect through depressed equity prices, and reducing confidence in the Bank of Japan’s efforts to reflate the domestic economy and achieve the inflation target. This paper takes a closer look at underlying drivers of rapid yen appreciations, highlighting the key role of carry-trade and the zero lower bound as important amplifiers.

Intraday Yen/Dollar Exchange Rate Movements

1991
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Release : 1991
Genre :
Kind : eBook
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Book Synopsis Intraday Yen/Dollar Exchange Rate Movements by : V. Vance Roley

Download or read book Intraday Yen/Dollar Exchange Rate Movements written by V. Vance Roley. This book was released on 1991. Available in PDF, EPUB and Kindle. Book excerpt: Intraday movements in the yen/dollar rate are examined over the 1980-86 period using opening and closing quotes in the New York and Tokyo markets. The results indicate that random-walk behavior is violated about half of the time in various subsamples. However, the economic significance of departures from the random-walk model diminishes over time. Large jumps in the exchange rate also are examined, and some evidence on subsequent mean reversion is presented. Finally, the response of Japanese and U.S. stock prices suggests that intraday yen/dollar rate movements do contain at least some relevant information

Macroeconomic News Announcements and the Yen/$US Intraday Exchange Rate

1998
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Release : 1998
Genre :
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Book Synopsis Macroeconomic News Announcements and the Yen/$US Intraday Exchange Rate by :

Download or read book Macroeconomic News Announcements and the Yen/$US Intraday Exchange Rate written by . This book was released on 1998. Available in PDF, EPUB and Kindle. Book excerpt:

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