Dynamic Relationship of Two Exchange Rate Market Returns' Volatility with an European Dollars Factor: Empirical Study of Japan and Korea's Exchange Rate Markets.
Wann-Jyi HorngPublished in: J. Convergence Inf. Technol. (2010)
Keyphrases
- exchange rate
- empirical studies
- foreign exchange
- stock price
- financial markets
- short run
- financial crisis
- financial time series
- risk aversion
- empirical analysis
- market data
- stock market
- real world data sets
- stock exchange
- long run
- stock returns
- market share
- currency exchange
- trading systems
- non stationary
- prediction markets
- financial data
- market participants
- monetary policy
- investment strategies
- trading strategies
- data mining
- historical data
- electronic commerce
- knowledge discovery
- keywords