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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...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Veröffentlicht in:Econ Anal Policy
Hauptverfasser: Narayan, Paresh Kumar, Devpura, Neluka, Wang, Hua
Format: Artigo
Sprache:Inglês
Veröffentlicht: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2020
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7521471/
https://ncbi.nlm.nih.gov/pubmed/33012962
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.eap.2020.09.014
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