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(University College Dublin. School of Business. Centre for Financial Markets, 2005-05)Using weekly observations on 9 Asian currencies from November 1976 to December 2003, we re-examine the evidence of an emerging yen block in North and Southeast Asia. In contrast to previous research that assumes instantaneous ...
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(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 ...
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(Edward Elgar, 2005)
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(University College Dublin. School of Business. Centre for Financial Markets, 2007-08)This study assesses alternative Asian exchange rate regimes and finds short- and long-run currency dynamics more conducive to the possibility of introducing a common peg based on a basket of the European euro, the United ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2010-01)This study assesses prospective Asian exchange rate regimes and finds short- and longrun currency dynamics more conducive to the introduction of a common peg based on a basket of the European euro, the United States ...
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(Allen & Unwin, 1999)
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(Edward Elgar, 2001)
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(Taylor & Francis, 1999)This paper begins with a commentary on the unfolding of the Asian crisis, and includes summary information on the effect of the crisis on the rate of economic growth and unemployment in the region. A review of current ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2007)This paper investigates the correlation dynamics in the equity markets of 13 Asia-Pacific countries, Europe and the US using the asymmetric dynamic conditional correlation GARCH model (AG-DCC-GARCH) introduced by Cappiello, ...
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(2007-02-29)Extreme price movements associated with tail returns are catastrophic for all investors and it is necessary to make accurate predictions of the severity of these events. Choosing a time frame associated with large financial ...