Modeling exchange rate exposure in the Japanese industrial sectors

MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty

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Bibliographic Details
Main Authors:	Jayasinghe, P., Tsui, A.K., Zhang, Z.Y.
Other Authors:	ECONOMICS
Format:	Conference or Workshop Item
Published:	2014
Subjects:	Exchange rate exposure Multivariate GARCH-M models Time-varying Volatility spillovers
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/52149
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-521492015-01-31T10:59:32Z Modeling exchange rate exposure in the Japanese industrial sectors Jayasinghe, P. Tsui, A.K. Zhang, Z.Y. ECONOMICS Exchange rate exposure Multivariate GARCH-M models Time-varying Volatility spillovers MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty 1561-1567 2014-05-05T10:25:57Z 2014-05-05T10:25:57Z 2011 Conference Paper Jayasinghe, P.,Tsui, A.K.,Zhang, Z.Y. (2011). Modeling exchange rate exposure in the Japanese industrial sectors. MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty : 1561-1567. ScholarBank@NUS Repository. 9780987214317 http://scholarbank.nus.edu.sg/handle/10635/52149 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Exchange rate exposure Multivariate GARCH-M models Time-varying Volatility spillovers
spellingShingle	Exchange rate exposure Multivariate GARCH-M models Time-varying Volatility spillovers Jayasinghe, P. Tsui, A.K. Zhang, Z.Y. Modeling exchange rate exposure in the Japanese industrial sectors
description	MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty
author2	ECONOMICS
author_facet	ECONOMICS Jayasinghe, P. Tsui, A.K. Zhang, Z.Y.
format	Conference or Workshop Item
author	Jayasinghe, P. Tsui, A.K. Zhang, Z.Y.
author_sort	Jayasinghe, P.
title	Modeling exchange rate exposure in the Japanese industrial sectors
title_short	Modeling exchange rate exposure in the Japanese industrial sectors
title_full	Modeling exchange rate exposure in the Japanese industrial sectors
title_fullStr	Modeling exchange rate exposure in the Japanese industrial sectors
title_full_unstemmed	Modeling exchange rate exposure in the Japanese industrial sectors
title_sort	modeling exchange rate exposure in the japanese industrial sectors
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/52149
_version_	1681083958495805440

Modeling exchange rate exposure in the Japanese industrial sectors

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