Open AccessEffects of Financial Crises on the Long Memory Volatility Dependency of Foreign Exchange Rates: the Asian Crisis vs. the Global Crisis
Author(s) -
Young Wook Han
Publication year - 2014
Publication title -
east asian economic review
Language(s) - English
Resource type - Journals
eISSN - 2508-1667
pISSN - 2508-1640
DOI - 10.11644/kiep.jeai.2014.18.1.273
Subject(s) - financial crisis , volatility (finance) , economics , foreign exchange , dependency (uml) , exchange rate , long memory , monetary economics , dependency ratio , volatility swap , implied volatility , financial economics , keynesian economics , medicine , population , environmental health , systems engineering , engineering