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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...

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Detalhes bibliográficos
Publicado no:Econ Anal Policy
Main Authors: Narayan, Paresh Kumar, Devpura, Neluka, Wang, Hua
Formato: Artigo
Idioma:Inglês
Publicado em: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2020
Assuntos:
Acesso em linha: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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