City Research Online - Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis

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

Mattiussi, V. & 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 Policy & Global Affairs > Economics > Discussion Paper Series

Preview

PDF
Download (605kB) | Preview

Official URL: http://www.city.ac.uk/social-sciences/economics/re...

Export

Downloads

Downloads per month over past year

View more statistics

Metadata

Altmetric

CORE (COnnecting REpositories)

Actions (login required)

Admin Login

Creators:	Mattiussi, V. Iori, G.
Status:	Published
Publisher:	Department of Economics, City University London
URI:	https://openaccess.city.ac.uk/id/eprint/1452
Date available in CRO:	04 Sep 2012 10:41
Dates:	Date Event 2006 Published