Work

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

Year: 2007

Type: article

Source: Japan and the World Economy

DOI: 10.1016/j.japwor.2007.07.003

Authors: Prabhath Jayasinghe, Albert K. Tsui

Institutions: University of Colombo, National University of Singapore

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National University of Singapore

OpenAlex ID: W2053416182

FWCI: 1.183

Cites: 26

Cited by: 55

Related to: 10