Browsing by Subject "Currency crises--Asia"

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  • Kearney, Colm ; Muckley, Cal (University College Dublin. School of Business. Centre for Financial Markets, 2005)
    We examine the evidence of an emerging yen block in North and Southeast Asia using up to 27 years of weekly data on 9 bilateral yen exchange rates. The exchange rate returns are modelled in response to variations in their ...