Asymmetric Response in Foreign Exchange Volatility under Structural Break
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More about this item
Keywords
Exchange rate dynamics; Structural breaks; asymmetric volatility response;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G01 - Financial Economics - - General - - - Financial Crises
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