The response of the dollar/Yen exchange rate to economic announcements

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)

zbMATH Keywords

volatility; dollar/Yen exchange rate; economic announcements

Mathematics Subject Classification ID

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