Journal ArticleOPEN ACCESS

Can Oil Prices Predict Japanese Yen?

  • Devpura N
Asian Economics Letters (2020) 1(3)
DOI: 10.46557/001c.17964
N/ACitations
Citations of this article
18Readers
Mendeley users who have this article in their library.

Abstract

In this paper, we examine the relationship between Japanese Yen (vis-à-vis the US dollar) and the crude oil futures price. The novelty is that we use high frequency (intraday hourly) data to examine time-varying predictability. We find limited evidence that oil prices predict the Yen. There is no time-varying predictability relationship.

Cite

CITATION STYLE

APA

Devpura, N. (2020). Can Oil Prices Predict Japanese Yen? Asian Economics Letters, 1(3). https://doi.org/10.46557/001c.17964

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free