Japanese currency and stock market—What happened during the COVID-19 pandemic?()

This paper examines the relationship between the Japanese Yen and the country’s stock returns. Using several variants of econometric models and empirical specifications, we unravel that the depreciation of the Yen vis-à-vis the US dollar led to gains in Japanese stock returns. A one standard deviati...

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Detalles Bibliográficos
Autores principales: Narayan, Paresh Kumar, Devpura, Neluka, Wang, Hua
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2020
Materias:
Recent Trends in Economic Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7521471/
https://www.ncbi.nlm.nih.gov/pubmed/33012962
http://dx.doi.org/10.1016/j.eap.2020.09.014

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7521471/
https://www.ncbi.nlm.nih.gov/pubmed/33012962
http://dx.doi.org/10.1016/j.eap.2020.09.014

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