An Empirical Analysis of East Asia's Pre-crisis Daily Exchange Rates
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More about this item
Keywords
exchange rate peg; financial contagion; GARCH-M model; pre-crisis exchange rates; United States dollar;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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