Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets

Author: Hung Jui-Cheng   Jiang Shi-Jie   Chiu Chien-Liang  

Publisher: Routledge Ltd

ISSN: 1466-4283

Source: Applied Economics, Vol.39, Iss.17, 2007-09, pp. : 2231-2240

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Abstract