The volatility of the won-dollar exchange rate during the 2008-9 crisis
Year of publication: |
2012
|
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Authors: | Shin, Hyun Kook ; Byoung Hark Yoo |
Published in: |
Journal of economic development. - Seoul, Korea, ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 37.2012, 4, p. 61-77
|
Subject: | Wechselkurs | Exchange rate | US-Dollar | US dollar | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | ARCH-Modell | ARCH model | Südkorea | South Korea | 2008-2009 |
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