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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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Sparad:
Bibliografiska uppgifter
I publikationen:Econ Anal Policy
Huvudupphovsmän: Narayan, Paresh Kumar, Devpura, Neluka, Wang, Hua
Materialtyp: Artigo
Språk:Inglês
Publicerad: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2020
Ämnen:
Länkar: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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