Asymmetric volatility of exchange rate returns under the EMS: some evidence from quantile regression approach for tgarch models

International Economic Journal

Volumn 16, Issue 1, 2002, Pages 105-125

  Park, Beum Jo ^a  

^a Danbook University   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0009849311     PISSN: 10168737     EISSN: 1743517X     Source Type: Journal    
DOI: 10.1080/10168730200000006     Document Type: Article

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