Looking for risk premium and contagion in Asia-Pacific foreign exchange markets
Year of publication: |
2004
|
---|---|
Authors: | Tai, Chu-sheng |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 13.2004, 4, p. 381-409
|
Subject: | Devisenmarkt | Foreign exchange market | Währungskrise | Currency crisis | Spillover-Effekt | Spillover effect | Preiskonvergenz | Price convergence | CAPM | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | Asiatisch-pazifischer Raum | Asia-Pacific region |
-
Looking for Risk Premium and Contagion in Asia-Pacific Foreign Exchange Markets
Tai, Chu-Sheng, (2021)
-
Volatility spillover across exchange rate markets
Cáceres, Luis René, (2003)
-
On financial contagion and implied market volatility
Kenourgios, Dimitris, (2014)
- More ...
-
How important is global industry shock in explaining the relative performance of global industries?
Tai, Chu-Sheng, (2011)
-
Foreign exchange risk and risk exposure in the Japanese stock market
Tai, Chu-Sheng, (2010)
-
Market integration and currency risk in Asian emerging markets
Tai, Chu-Sheng, (2007)
- More ...