Browsing School of Business by Subject "Yen, Japanese--Asia"

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Is North and South East Asia becoming a Yen block?

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 ...
Reassessing the evidence of an emerging Yen block in North and Southeast Asia

Kearney, Colm ; Muckley, Cal (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 ...