Browsing Closed by Author "Yang, Minxian"

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Browsing Closed by Author "Yang, Minxian"

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  • Wang, Jianxin; Yang, Minxian (Elsevier, 2009)
    We examine the presence or absence of asymmetric volatility in the exchange rates of Australian dollar (AUD), Euro (EUR), British pound (GBP) and Japanese yen (JPY), all against US dollar. Our investigation is based on a ...