Currency futures volatility during the 1997 East Asian crisis : an application of Fourier analysis
Vanessa Mattiussi and Giulia Iori
| Year of publication: |
2008
|
|---|---|
| Authors: | Mattiussi, Vanessa ; Iori, Giulia |
| Published in: |
Debt, risk and liquidity in futures markets. - London [u.a.] : Routledge, ISBN 0-415-40001-5. - 2008, p. 103-122
|
| Subject: | Internationaler Finanzmarkt | International financial market | Finanzkrise | Financial crisis | Marktliquidität | Market liquidity | Risikomanagement | Risk management | Währungsderivat | Currency derivative | Volatilität | Volatility | Asien | Asia | 1997-1998 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003590139