How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York

Ingyu Chiou; James Jordan Wagner; Hai-Chin Yu

How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York

Ingyu Chiou, James Jordan Wagner, Hai-Chin Yu

Eastern Illinois University

Producción científica › revisión exhaustiva

Idioma original	American English
Publicación	The Finance
Estado	Published - ene 1 2005

Disciplines

Economics
Macroeconomics

Otros archivos y enlaces

https://ideas.repec.org/p/wpa/wuwpfi/0512024.html

Citar esto

@article{0e2dcd03581f4a6eae6b7d27b1e9ae9e,

title = "How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York",

author = "Ingyu Chiou and Wagner, \{James Jordan\} and Hai-Chin Yu",

note = "Downloadable! This paper studies how one currency market affects another currency market in a different time zone, using various contracts of the opening and closing yen-dollar exchange rates traded in Tokyo, London, and New York. We find strong and consistent evidence that the three major currency markets interact significantly.",

year = "2005",

month = jan,

day = "1",

language = "American English",

journal = "The Finance",

}

TY - JOUR

T1 - How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York

AU - Chiou, Ingyu

AU - Wagner, James Jordan

AU - Yu, Hai-Chin

N1 - Downloadable! This paper studies how one currency market affects another currency market in a different time zone, using various contracts of the opening and closing yen-dollar exchange rates traded in Tokyo, London, and New York. We find strong and consistent evidence that the three major currency markets interact significantly.

PY - 2005/1/1

Y1 - 2005/1/1

UR - https://ideas.repec.org/p/wpa/wuwpfi/0512024.html

M3 - Article

JO - The Finance

JF - The Finance

ER -