Foreign exchange market volatility in Southeast Asia

DOI10.1023/A:1010024005469zbMATH Open1153.91735OpenAlexW103910022MaRDI QIDQ1000488FDOQ1000488

Authors: Peijie Wang, Ping Wang 

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010024005469

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Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cited In (3)

• The role of exchange rate fluctuations in the volatility and correlations in emerging markets
• Relationships among prices of rubber in ASEAN: Bayesian structural VAR model
• Foreign ownership and volatility dynamics of Indonesian stocks

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