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DC Field | Value | Language |
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dc.contributor.author | Chionis, Dionysios P. | - |
dc.contributor.author | McDonald, Ronald | - |
dc.date.accessioned | 2018-05-31T13:50:49Z | - |
dc.date.available | 2018-05-31T13:50:49Z | - |
dc.date.issued | 1999 | - |
dc.identifier.citation | Chionis, D. P., & McDonald, R. (1999). The Japan yen foreign exchange volatility redux ; a dual relationship. European Research Studies Journal, 2(1-4), 3-14. | en_GB |
dc.identifier.issn | 11082976 | - |
dc.identifier.uri | https://www.um.edu.mt/library/oar//handle/123456789/30648 | - |
dc.description.abstract | This paper investigates the relationship between real volume data and volatility of the JY/USD exchange rate. We decompose the real volume data in expected and unexpected volume in order to investigate the time series properties and the unexpected/ volume-volatility relationship. There are a number of interesting implications arising from the empirical finding of this work. It seems that the real volume data have different behaviour and the time series properties compared with the wide used proxy of future volume data. | en_GB |
dc.language.iso | en | en_GB |
dc.publisher | University of Piraeus. International Strategic Management Association | en_GB |
dc.rights | info:eu-repo/semantics/openAccess | en_GB |
dc.subject | Yen, Japanese | en_GB |
dc.subject | Foreign exchange rates | en_GB |
dc.subject | GARCH model | en_GB |
dc.title | The Japan yen foreign exchange volatility redux ; a dual relationship | en_GB |
dc.type | article | en_GB |
dc.rights.holder | The copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder. | en_GB |
dc.description.reviewed | peer-reviewed | en_GB |
dc.publication.title | European Research Studies Journal | en_GB |
Appears in Collections: | European Research Studies Journal, Volume 2, Issue 1-4 |
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The_Japan_yen_foreign_exchange_volatility_redux_a_dual_relationship_1999.pdf | 186.6 kB | Adobe PDF | View/Open |
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