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On monetary policy during the Asian currency crisis

Wu, Ruey-shan - In: Foreign direct investment, (pp. 190-199). 2000

Persistent link: https://www.econbiz.de/10001554393

International transmission effect of volatility between the financial markets during the Asian financial crisis

Wu, Ruey-shan - In: Transition studies review 12 (2005) 1, pp. 19-35

Persistent link: https://www.econbiz.de/10003375442

Taiwan's Foreign Exchange MarketâÂ€Â”Volatile but Still Efficient?

Lin, Chuang-Yuang; Wu, Ruey-Shan; Chen, Tsai - In: Emerging Markets Finance and Trade 46 (2010) 1, pp. 34-41

This paper investigates the importance of return heterogeneity and volatility for the foreign exchange rate on the New Taiwan (NT) dollar in terms of the U. S. dollar. We describe the price behavior of the foreign exchange market through the Power GARCH (1,1) and EGARCH (1,1) models. The time...

Persistent link: https://www.econbiz.de/10008592694