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

Pacific Basin Finance Journal

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Main Authors:	Tse, Y.K., Tsui, A.K.C.
Other Authors:	ECONOMICS & STATISTICS
Format:	Article
Published:	2011
Subjects:	APARCH Asymmetric effects Conditional volatility Exchange rates
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/19388
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-19388
record_format	dspace
spelling	sg-nus-scholar.10635-193882015-01-19T12:16:23Z Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1 Tse, Y.K. Tsui, A.K.C. ECONOMICS & STATISTICS APARCH Asymmetric effects Conditional volatility Exchange rates Pacific Basin Finance Journal 5 3 345-356 PBFJE 2011-02-22T03:09:28Z 2011-02-22T03:09:28Z 1997 Article 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. 0927538X http://scholarbank.nus.edu.sg/handle/10635/19388 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	APARCH Asymmetric effects Conditional volatility Exchange rates
spellingShingle	APARCH Asymmetric effects Conditional volatility Exchange rates Tse, Y.K. Tsui, A.K.C. Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1
description	Pacific Basin Finance Journal
author2	ECONOMICS & STATISTICS
author_facet	ECONOMICS & STATISTICS Tse, Y.K. Tsui, A.K.C.
format	Article
author	Tse, Y.K. Tsui, A.K.C.
author_sort	Tse, Y.K.
title	Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1
title_short	Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1
title_full	Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1
title_fullStr	Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1
title_full_unstemmed	Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1
title_sort	conditional volatility in foreign exchange rates: evidence from the malaysian ringgit and singapore dollar1
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/19388
_version_	1681079615897993216

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

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