Browsing by Author "Su, Yongyang"
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Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies
Su, Yongyang; Lau, Chi Keung Marco; Bilgin, Mehmet Hüseyin (Bilgesel Yayincilik San & Tic Ltd, 2011)Using the U.S. dollar exchange rate return series of three major Asia-Pacific currencies this paper investigates the empirical relevance of structural breaks in exchange rate volatilities. We find significant evidence of ...