Information flows between non-deliverable forward (NDF) and spot markets : evidence from Korean currency
Year of publication: |
2001
|
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Authors: | Park, Jinwoo |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 9.2001, 4, p. 363-377
|
Subject: | Währungsderivat | Currency derivative | Währungskrise | Currency crisis | Wechselkurssystem | Exchange rate regime | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Südkorea | South Korea | 1997 |
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