Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Year of publication: |
2011
|
---|---|
Authors: | Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert ; Hum, Samantha ; Treepongkaruna, Sirimon |
Published in: |
Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 21.2011, 13, p. 997-1003
|
Publisher: |
Taylor & Francis Journals |
Subject: | realized volatility | sovereign rating changes | foreign exchange market |
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