The response of the dollar/Yen exchange rate to economic announcements
From MaRDI portal
Publication:1000363
DOI10.1007/BF02425192zbMath1153.91709MaRDI QIDQ1000363
Jae-Ha Lee, Louis H. Ederington
Publication date: 6 February 2009
Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B84: Economic time series analysis
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)
91B82: Statistical methods; economic indices and measures