Template-Type: ReDIF-Article 1.0 
Author-Name: Neluka Devpura
Author-Email:  ndevpura@sci.sjp.ac.lk
Author-Workplace-Name:  University of Sri Jayewardenepura, Sri Lanka
Title: Can Oil Prices Predict Japanese Yen?
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.
Classification-JEL:  G15,G17
Keywords:  oil price,japanese yen,time-varying,predictability, exchange rate
Journal:  Asian Economics Letters
Pages: 1-5
Volume: 1
Issue: 3
Year:  2021
DOI:  2021/06/27
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/17964-can-oil-prices-predict-japanese-yen.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:16