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EXCHANGE RATE PASS-THROUGH INTO DOMESTIC INFLATION IN ASIAN ECONOMIES
ASIAN ECONOMIES EXCHANGE RATE PASS-THROUGH
2008/6/5
This paper explores the patterns of exchange rate pass-through (EPT) into domestic inflation in the East Asia economies. In our empirical analysis framework, we emphasized the role of inflation enviro...
Effect of Asian currency crisis on multifractal spectra
Asian currency crisis multifractal spectra
2010/12/13
We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time ...