Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
| Year of publication: |
2011
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|---|---|
| Authors: | Lee, Yen-Hsien ; Chiu, Chien-Liang |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 43.2011, 15, p. 1935-1944
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