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International transmission effect of volatility between the financial markets during the Asian financial crisis

Wu, Ruey-shan - In: Transition studies review 12 (2005) 1, pp. 19-35

Persistent link: https://www.econbiz.de/10003375442

On monetary policy during the Asian currency crisis

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Exchange rate regime choice : case simulation applied to Taiwan

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Taiwan's foreign exchange market - volatile but still efficient? : evidence from intraday data

Lin, Chuang Yuang; Wu, Ruey-shan; Chen, Tsai - In: Emerging markets finance & trade : a journal of the … 46 (2010) 1, pp. 34-41

Persistent link: https://www.econbiz.de/10008906817

International Transmission Effect of Volatility between the Financial Markets during the Asian Financial Crisis

Wu, Ruey-Shan - In: Transition Studies Review 12 (2005) 1, pp. 19-35

Persistent link: https://www.econbiz.de/10005382134

Exchange rate regime choice : case simulation applied to Taiwan

Wu, Ruey-shan - 1992

Persistent link: https://www.econbiz.de/10004145288

Taiwan's Foreign Exchange MarketâÂ€Â”Volatile but Still Efficient?

Lin, Chuang-Yuang; Wu, Ruey-Shan; Chen, Tsai - In: Emerging Markets Finance and Trade 46 (2010) 1, pp. 34-41

This paper investigates the importance of return heterogeneity and volatility for the foreign exchange rate on the New Taiwan (NT) dollar in terms of the U. S. dollar. We describe the price behavior of the foreign exchange market through the Power GARCH (1,1) and EGARCH (1,1) models. The time...

Persistent link: https://www.econbiz.de/10008592694

Taiwan's Foreign Exchange Market—Volatile but Still Efficient?

Lin, Chuang-Yuang; Wu, Ruey-Shan; Chen, Tsai - In: Emerging markets finance & trade : a journal of the … 46 (2010) 1, pp. 34-42

Persistent link: https://www.econbiz.de/10008386300