Dynamic conditional correlation and probability distribution among Tokyo, London and New York yen/dollar FX markets

• Hai-Chin Yu,
• Ingyu Chiou,
• James Jordan-Wagner,
• Der-Tzon Hsieh,
• Liang-Pei Chu

Affiliations

Hai-Chin Yu

Professor, Department of International Business, Chung Yuan Christian University, Taoyuan City

Ingyu Chiou

James Jordan-Wagner

Der-Tzon Hsieh

Liang-Pei Chu