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Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics 43 (2011) 13/15, pp. 1935-1943
Persistent link: https://www.econbiz.de/10009240247
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Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien; Chiu, Chien-Liang - In: Applied economics 43 (2011) 15, pp. 1935-1944
Persistent link: https://www.econbiz.de/10009134015
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Jump risk of presidential election : evidence from Taiwan stock and foreign exchange markets
Hung, Jui-cheng; Jiang, Shi-jie; Chiu, Chien-liang - In: Applied economics 39 (2007) 16/18, pp. 2231-2240
Persistent link: https://www.econbiz.de/10003589802
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Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
Hung, Jui-Cheng; Jiang, Shi-Jie; Chiu, Chien-Liang - In: Applied economics 39 (2007) 16-18, pp. 2231-2240
Persistent link: https://www.econbiz.de/10007877520
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Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
Hung, Jui-Cheng; Jiang, Shi-Jie; Chiu, Chien-Liang - In: Applied economics 39 (2007) 17, pp. 2231-2240
Persistent link: https://www.econbiz.de/10007793432