Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1

Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/19388

DC Field	Value
dc.title	Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1
dc.contributor.author	Tse, Y.K.
dc.contributor.author	Tsui, A.K.C.
dc.date.accessioned	2011-02-22T03:09:28Z
dc.date.available	2011-02-22T03:09:28Z
dc.date.issued	1997
dc.identifier.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.
dc.identifier.issn	0927538X
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/19388
dc.source	Scopus
dc.subject	APARCH
dc.subject	Asymmetric effects
dc.subject	Conditional volatility
dc.subject	Exchange rates
dc.type	Article
dc.contributor.department	ECONOMICS & STATISTICS
dc.description.sourcetitle	Pacific Basin Finance Journal
dc.description.volume	5
dc.description.issue	3
dc.description.page	345-356
dc.description.coden	PBFJE
dc.identifier.isiut	NOT_IN_WOS
Appears in Collections:	Staff Publications

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