Currency jumps and crises : do developed and emerging market currencies jump together?
Kam Fong Chan; John G. Powell; Sirimon Treepongkaruna
| Year of publication: |
2014
|
|---|---|
| Authors: | Kam Fong Chan ; Powell, John Gregory ; Sirimon Treepongkaruna |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 30.2014, p. 132-157
|
| Subject: | Bipower variation | Realized jump variation | Currency cojumps | Emerging markets | Macroeconomic announcements | Schwellenländer | Emerging economies | Währungskrise | Currency crisis | Volatilität | Volatility | Ankündigungseffekt | Announcement effect |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010496360