Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Author:
Affiliation:
1. a Department of Accounting and Finance , Monash University , Melbourne, VIC 3145, Australia
2. b Department of Econometrics and Business Statistics , Monash University , Melbourne, VIC 3145, Australia
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603107.2011.554367
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