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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 (06/09). London, UK: Department of Economics, City University London.

Publication Type: Monograph (Discussion Paper)
Additional Information: © 2006 the authors
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HC Economic History and Conditions
Departments: School of Arts & Social Sciences > Economics > Discussion Paper Series
URI: http://openaccess.city.ac.uk/id/eprint/1452
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