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