Structural changes in volatility of foreign exchange rates after the Asian financial crisis

DOI10.1023/A:1010036620796zbMath1153.91722MaRDI QIDQ1000503

Teruo Nakatsuma

Publication date: 6 February 2009

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

Mathematics Subject Classification ID

91B84: Economic time series analysis

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)