ASYMMETRIC VOLATILITY OF EXCHANGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPOACH FOR TGARCH MODELS

Author： PARK BEUM-JO

Publisher： Routledge Ltd

ISSN： 1016-8737

Source： International Economic Journal, Vol.16, Iss.1, 2002-0, pp. : 105-125

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