Research ArticleOpen accessPhrase in the titleThe Volatility and Asymmetry of Won/Dollar Exchange RateSeok Yoon, Ki Seong LeeThe study on volatility and asymmetry of the exchange rate by applied to the daily Won/Dollar exchange rate shows that past volatility of the exchange rate still has strong persistency at present and asymmetry effect and the leverage effect, which explain that volatility shock has an effect on the uncertainty of the exchange rate, are also existent after the free … …Journal of Social Sciences, Vol. 4, Issue 1 · 31 Mar 2008 · 8,567 accessesView PDFCite
Research ArticleOpen accessIn the abstractRevisiting the Unit Root Hypothesis and Structural Break: Asia and Emerging Economies Foreign Exchange MarketsChristopher Gan, Sirimon Treepongkaruna, Hue Hwa Au YongThis study examines the stationary of ten Asian and for emerging Foreign Exchange (FX) rates during the 1990s. The paper employs the Augmented Dickey-Fuller (ADF) unit root test to the following FX rates: Hong Kong Dollar (HKD) Japanese Yen (JPY), South Korean won (KRW) new Taiwan dollar (TWN), Chinese Renminbl (CHR), Indonesia Rupiah (IDR), Malaysian Ringgit (MYR), Singapore Dollar (SGD), … …American Journal of Applied Sciences, Vol. 1, Issue 1 · 31 Mar 2004 · 6,952 accessesView PDFCite