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[null,"1.","Record Nr.",null,"UNINA9910463627103321"]
[null,null,"Autore",null,"Kalra Sanjay"]
[null,null,"Titolo",null,"Global volatility and forex returns in East Asia / / Sanjay Kalra"]
[null,null,"Pubbl/distr/stampa",null,"[Washington, District of Columbia] : , : International Monetary Fund, , 2008"]
[{"$nulls":4},"©2008"]
[null,null,"ISBN",null,"1-4623-6386-5"]
[{"$nulls":4},"1-4527-5412-8"]
[{"$nulls":4},"9786612841590"]
[{"$nulls":4},"1-282-84159-9"]
[{"$nulls":4},"1-4518-7066-3"]
[null,null,"Descrizione fisica",null,"1 online resource (33 p.)"]
[null,null,"Collana",null,"IMF working paper ; ; WP/08/208"]
[null,null,"Disciplina",null,"332.456095"]
[null,null,"Soggetti",null,"Foreign exchange rates - East Asia"]
[{"$nulls":4},"Financial crises - East Asia"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,"Nota di contenuto",null,"Contents; I. Introduction; II. Methodology and Data; III. GARCH Models of East Asian Daily Forex Returns; IV. Empirical Results; A. Sensitivity of Forex Returns to Mature Equity Market Volatility; B. Conditional and Unconditional Volatility of Forex Returns:; C. Subsamples; V. Robustness; VI. Conclusions; Figures; 1. VIX and VDAX Indices; 2. Exchange Rates; 3. Daily Forex Returns; 4. Daily Squared Forex Returns; 5. FIX_AR(2)-GARCH(1,1) Models: Residuals; 6. VIX AR(2)-GARCH(1,1) Models: Squared Residuals; 7. Daily Conditional and Unconditional Volatilities: 2001-07"]
[{"$nulls":4},"8. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-03Q29. Daily Conditional and Unconditional Volatilities: VIX Models, 2003Q3-07; 10. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-07; Tables; 1. Daily Foreign Exchange Return: Summary Statistics; 2. VIX and VDAX Indices: Summary Statistics; 3. Exchange Rates and Volatility Indices: Augmented Dickey-Fuller Test Statistics; 4. VAR Lag Order Selection Criteria; 5. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-07; 6. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-03Q2"]
[{"$nulls":4},"7. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2003Q3-078. "]
[{"$nulls":4},"Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-07; 9. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-03Q2; 10. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2003Q3-0; References"]