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

Authors :
Mattiussi, V.
Iori, G.
Publication Year :
2006
Publisher :
Department of Economics, City University London, 2006.

Subjects

Subjects :
HC
HB

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.core.ac.uk....b1e8899f6e1a535f7f7dec647381a6c0

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