City Research Online

Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis

Mattiussi, V. and Iori, G. (2006). Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis (Report No. 06/09). London, UK: Department of Economics, City University London.

[img]
Preview
PDF
Download (605kB) | Preview

Export

Downloads

Downloads per month over past year

View more statistics

Actions (login required)

Admin Login Admin Login