Exchange Rate Volatility and the Asian Financial Crisis: Evidence from South Korea and ASEAN-5
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DOI: 10.1142/S0219091507001057
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References listed on IDEAS
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Cited by:
- Liu, De-Chih & Chang, Yu-Chien, 2022. "Systematic variations in exchange rate returns," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 569-583.
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More about this item
Keywords
EGARCH; asymmetric; exchange rates; spillover effect; JEL Classification: G12; JEL Classification: F31;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
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