Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors

10.1016/j.japwor.2007.07.003

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Bibliographic Details
Main Authors:	Jayasinghe, P., Tsui, A.K.
Other Authors:	ECONOMICS
Format:	Article
Published:	2011
Subjects:	Asymmetric volatility spillovers Conditional correlation Exchange rate exposure GARCH-type models
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/19978
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-199782023-10-27T07:11:00Z Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors Jayasinghe, P. Tsui, A.K. ECONOMICS Asymmetric volatility spillovers Conditional correlation Exchange rate exposure GARCH-type models 10.1016/j.japwor.2007.07.003 Japan and the World Economy 20 4 639-660 2011-02-24T06:55:10Z 2011-02-24T06:55:10Z 2008 Article Jayasinghe, P., Tsui, A.K. (2008). Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors. Japan and the World Economy 20 (4) : 639-660. ScholarBank@NUS Repository. https://doi.org/10.1016/j.japwor.2007.07.003 09221425 http://scholarbank.nus.edu.sg/handle/10635/19978 000207911600010 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Asymmetric volatility spillovers Conditional correlation Exchange rate exposure GARCH-type models
spellingShingle	Asymmetric volatility spillovers Conditional correlation Exchange rate exposure GARCH-type models Jayasinghe, P. Tsui, A.K. Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
description	10.1016/j.japwor.2007.07.003
author2	ECONOMICS
author_facet	ECONOMICS Jayasinghe, P. Tsui, A.K.
format	Article
author	Jayasinghe, P. Tsui, A.K.
author_sort	Jayasinghe, P.
title	Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
title_short	Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
title_full	Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
title_fullStr	Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
title_full_unstemmed	Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
title_sort	exchange rate exposure of sectoral returns and volatilities: evidence from japanese industrial sectors
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/19978
_version_	1781410099815776256

Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors

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