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Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis

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  • Mattiussi, V.
  • Iori, G.

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  • Mattiussi, V. & Iori, G., 2006. "Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis," Working Papers 06/09, Department of Economics, City University London.
    • Handle: RePEc:cty:dpaper:06/09
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