Information flows between non-deliverable forward (NDF) and spot markets: Evidence from Korean currency

Pacific Basin Finance Journal

Volumn 9, Issue 4, 2001, Pages 363-377

  Park, Jinwoo ^a  

^a Hankuk University of Foreign Studies   (South Korea)

Author keywords

Currency crisis; Exchange rate system; F31; GARCH model; Non deliverable forward; Spillover effect

Indexed keywords

EID: 0041405446     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(01)00012-9     Document Type: Article

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