مرکز منطقه ای اطلاع رساني علوم و فناوري - The impact of the Japanese banking crisis on the intraday FX market in late 1997

Title of article :

The impact of the Japanese banking crisis on the intraday FX market in late 1997

Author/Authors :

Yuko Hashimoto، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

205

To page :

222

Keywords :

Variance-ratio , GARCH , 1997 Japanese banking crisis , Intraday exchange rate

Journal title :

Journal of Asian Economics

Serial Year :

2005

Journal title :

Journal of Asian Economics

Record number :

230118

Link To Document :