Measuring currency pressures: the cases of the Japanese yen, the Chinese yuan, and the UK pound
(2013)
Journal Article
Hall, S. G., Kenjegaliev, A., Swamy, P. A. V. B., & Tavlas, G. S. (2013). Measuring currency pressures: the cases of the Japanese yen, the Chinese yuan, and the UK pound. Journal of the Japanese and International Economies, 29(September), 1-20. https://doi.org/10.1016/j.jjie.2013.04.001
We investigate bilateral currency pressures against the US dollar for three currencies: the Japanese yen, the Chinese yuan, and the UK pound during the period 2000:Q1 to 2009:Q4. We employ a model-based methodology to measure exchange market pressure... Read More about Measuring currency pressures: the cases of the Japanese yen, the Chinese yuan, and the UK pound.