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

Journal of Asian Economics

Volumn 16, Issue 2, 2005, Pages 205-222

  Hashimoto, Yuko ^a  

^a TOYO UNIVERSITY   (Japan)

Author keywords

1997 Japanese banking crisis; GARCH; Intraday exchange rate; Variance ratio

Indexed keywords

EID: 18444395569     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asieco.2005.02.006     Document Type: Article

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