Examining stress in Asian currencies : a perspective offered by high frequency financial market data
Year of publication: |
2020
|
---|---|
Authors: | Dungey, Mardi H. ; Matei, Marius ; Sirimon Treepongkaruna |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 67.2020, p. 1-18
|
Subject: | Exchange rates | Financial crises | High frequency | Jumps | Wechselkurs | Exchange rate | Finanzmarkt | Financial market | Volatilität | Volatility | Finanzkrise | Financial crisis | Asien | Asia | US-Dollar | US dollar | Schätzung | Estimation | Währungskrise | Currency crisis | Börsenkurs | Share price | Welt | World |
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