Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies
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- Chi Keung Marco Lau & Mehmet Huseyin Bilgin, 2013.
"Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks,"
Emerging Markets Finance and Trade,
M.E. Sharpe, Inc., vol. 49(S1), pages 37-48, January.
- Chi Keung Marco Lau & Mehmet Huseyin Bilgin, 2013. "Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S1), pages 37-48, January.
More about this item
KeywordsExchange rate return; Structural breaks; Volatility; Asia-pacific currencies;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- O53 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Asia including Middle East
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