Dynamic conditional correlation and probability distribution among Tokyo, London and New York yen/dollar FX markets
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2012-10-01
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| Series: | Banks and Bank Systems |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/4878/BBS_en_2012_3_Yu.pdf |