Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 1

Pacific Basin Finance Journal

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Bibliographic Details
Main Authors: Tse, Y.K., Tsui, A.K.C.
Other Authors: ECONOMICS & STATISTICS
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/52078
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Institution: National University of Singapore
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Summary:Pacific Basin Finance Journal