Currency jumps and crises: Do developed and emerging market currencies jump together?
Year of publication: |
2014
|
---|---|
Authors: | Chan, Kam Fong ; Powell, John G. ; Treepongkaruna, Sirimon |
Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 30.2014, C, p. 132-157
|
Publisher: |
Elsevier |
Subject: | Bipower variation | Realized jump variation | Currency cojumps | Emerging markets | Macroeconomic announcements |
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