Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Year of publication: |
2011
|
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Authors: | Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert ; Hum, Samantha ; Sirimon Treepongkaruna |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 13/15, p. 997-1003
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Länderrisiko | Country risk | Schätzung | Estimation | Indonesien | Indonesia | Südkorea | South Korea | Thailand | Philippinen | Philippines | Finanzkrise | Financial crisis | Asien | Asia | 1997-2001 |
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