Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/19388
Title: Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1
Authors: Tse, Y.K. 
Tsui, A.K.C. 
Keywords: APARCH
Asymmetric effects
Conditional volatility
Exchange rates
Issue Date: 1997
Citation: Tse, Y.K.,Tsui, A.K.C. (1997). Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1. Pacific Basin Finance Journal 5 (3) : 345-356. ScholarBank@NUS Repository.
Source Title: Pacific Basin Finance Journal
URI: http://scholarbank.nus.edu.sg/handle/10635/19388
ISSN: 0927538X
Appears in Collections:Staff Publications

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