City Research Online

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

Export

Downloads

Downloads per month over past year

View more statistics

Actions (login required)

Admin Login Admin Login