Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
Roberta Colavecchio and Michael Funke
| Year of publication: |
20 Aug. 2007
|
|---|---|
| Other Persons: | Colavecchio, Roberta (contributor) ; Funke, Michael (contributor) |
| Publisher: |
Helsinki : BOFIT |
| Subject: | Währungsderivat | Currency derivative | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Südostasien | Southeast Asia | China |
| Extent: | Online-Ressource, 39 S. = 543,08 KB, Text graph. Darst. |
|---|---|
| Series: | BOFIT discussion papers. - Helsinki : [Verlag nicht ermittelbar], ISSN 1456-5889, ZDB-ID 2234235-7. - Vol. 17/2007 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 978-952-462-881-5 |
| Other identifiers: | hdl:10419/212608 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003525823