Decomposing Exchange Rate Volatility Around the Pacific Rim
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Other versions of this item:
- Dungey, M. H., 1999. "Decomposing exchange rate volatility around the Pacific Rim," Journal of Asian Economics, Elsevier, vol. 10(4), pages 525-535.
- Mardi H Dungey, 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Working Papers 1999.12, School of Economics, La Trobe University.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Clements, Kenneth W. & Fry, Renée, 2008.
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Elsevier, vol. 33(2), pages 55-73, June.
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"Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model,"
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KeywordsExchange Rate; Volatility; Economics EDIRC Provider-Institution: RePEc:edi:smlatau;
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