Comparative Statistical Analyses of the Foreign Exchange Rate Survey Data -JCIF and WEIS-

• Asako Kazumi

• Komaki Yasuyuki

• Takeda Yosuke

• Jinushi Toshiki

• Hayashi Yasushi

Bibliographic Information

Other Title

• 外国為替サーベイ・データの比較分析―ＪＣＩＦとＷＥＩＳ―
• ガイコク カワセ サーベイ データ ノ ヒカク ブンセキ JCIF ト WEIS

Abstract

In this paper we conduct comparative statistical analyses of two surveys on the yen/dollar exchange rate in the Tokyo foreign exchange market. We point out that several specific features of the Tokyo foreign exchange market, which have been found by utilizing the well-known JCIF data, are not necessarily supported by the newly-found WEIS data. Differences stem from the fact that JCIF survey is a questionnaire over telephone while the WEIS survey is a summary poll of meeting attendees, implying that some relevant information is shared among forecasters in the WEIS survey, but not among forecasters in the JCIF survey.

Journal

• 経済研究

  経済研究 58 (2), 163-186, 2007-04-25

  岩波書店

Details

• CRID: 1390290699844869632
• NII Article ID: 120004791499
• NII Book ID: AN00070761
• DOI: 10.15057/21357
• HANDLE: 10086/19790
• NDL BIB ID: 8810115
• ISSN: 00229733
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I8810115
• Text Lang: ja
• Data Source:
  • JaLC
  • IRDB
  • NDL
  • CiNii Articles
  • KAKEN
• Abstract License Flag: Disallowed