Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar
Year of publication: |
2008-01
|
---|---|
Authors: | Ho, Kin-Yip ; Tsui, Albert K |
Institutions: | East Asian Bureau of Economic Research (EABER) |
Subject: | Constant correlations | exchange rate volatility | Fractional integration | Long memory | Bivariate asymmetric GARCH | Varying correlations |
-
Ho, Kin-Yip, (2008)
-
HO, KIN-YIP, (2008)
-
Do financial reforms help stabilize inequality?
Christopoulos, Dimitris, (2015)
- More ...
-
HO, KIN-YIP, (2008)
-
AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE
Ho, Kin-Yip, (2007)
-
Ho, Kin-Yip, (2008)
- More ...