Dynamic Currency Linkages and Their Determinants: An Empirical Study for East Asian Economic Community Region
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DOI: 10.1080/1540496x.2017.1380621
Abstract: ABSTRACT In this article, Copula GARCH models have been employed to study the inter-temporal process of currency market co-movements between ASEAN+6 countries (referred to in this study as East Asian Economic Community) and ASEAN+6 currency… read more here.
Keywords: asian economic; study east; currency; currency market ... See more keywords