Global Volatility and Forex Returns in East Asia:
During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall ""flight to safety"" effect. Estimates from GARCH models suggest that a 5 percentage point increase in mature market equity vo...
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2008
|
Schriftenreihe: | IMF Working Papers
Working Paper No. 08/208 |
Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
Zusammenfassung: | During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall ""flight to safety"" effect. Estimates from GARCH models suggest that a 5 percentage point increase in mature market equity volatility generated an exchange rate depreciation of up to 1⁄2 percent. This sensitivity rose during the latter period in the sample, suggesting greater integration of Asian financial markets with global markets. Unconditional standard deviations estimated from these models also provide operational measures of ""long-term"" and ""excess"" volatility in forex markets. Long-run forex volatility declined as Asian economies settled down with generally stronger fundamentals in the post-crisis period to more flexible regimes along with a generally lower level of mature market volatility |
Beschreibung: | 1 Online-Ressource (31 p) |
ISBN: | 1451870663 9781451870664 |
Internformat
MARC
LEADER | 00000nmm a2200000 cb4500 | ||
---|---|---|---|
001 | BV048348355 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 220713s2008 |||| o||u| ||||||eng d | ||
020 | |a 1451870663 |c 18.00 USD |9 1-451-87066-3 | ||
020 | |a 9781451870664 |c 18.00 USD |9 978-1-451-87066-4 | ||
035 | |a (ZDB-1-IMF)845881310 | ||
035 | |a (OCoLC)1337125928 | ||
035 | |a (DE-599)BVBBV048348355 | ||
040 | |a DE-604 |b ger | ||
041 | 0 | |a eng | |
049 | |a DE-20 |a DE-824 |a DE-70 |a DE-155 |a DE-29 |a DE-22 |a DE-473 |a DE-1102 |a DE-703 |a DE-859 |a DE-706 |a DE-384 |a DE-860 |a DE-19 |a DE-739 |a DE-355 |a DE-Aug4 |a DE-1049 |a DE-12 |a DE-91 | ||
100 | 1 | |a Kalra, Sanjay |e Verfasser |4 aut | |
245 | 1 | 0 | |a Global Volatility and Forex Returns in East Asia |c Kalra, Sanjay |
264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2008 | |
300 | |a 1 Online-Ressource (31 p) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a IMF Working Papers |v Working Paper No. 08/208 | |
520 | 3 | |a During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall ""flight to safety"" effect. Estimates from GARCH models suggest that a 5 percentage point increase in mature market equity volatility generated an exchange rate depreciation of up to 1⁄2 percent. This sensitivity rose during the latter period in the sample, suggesting greater integration of Asian financial markets with global markets. Unconditional standard deviations estimated from these models also provide operational measures of ""long-term"" and ""excess"" volatility in forex markets. Long-run forex volatility declined as Asian economies settled down with generally stronger fundamentals in the post-crisis period to more flexible regimes along with a generally lower level of mature market volatility | |
533 | |a Online-Ausg | ||
856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
912 | |a ZDB-1-IMF | ||
999 | |a oai:aleph.bib-bvb.de:BVB01-033727623 | ||
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UBW01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UEI01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l LCO01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l SBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UER01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l SBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l FAN01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UBT01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l FKE01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UBY01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UBA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l FLA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UBM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UPA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l UBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l FHA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l FNU01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l BSB01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |l TUM01 |p ZDB-1-IMF |x Verlag |3 Volltext |
Datensatz im Suchindex
_version_ | 1804184200218148864 |
---|---|
adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Kalra, Sanjay |
author_facet | Kalra, Sanjay |
author_role | aut |
author_sort | Kalra, Sanjay |
author_variant | s k sk |
building | Verbundindex |
bvnumber | BV048348355 |
collection | ZDB-1-IMF |
ctrlnum | (ZDB-1-IMF)845881310 (OCoLC)1337125928 (DE-599)BVBBV048348355 |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05204nmm a2200577 cb4500</leader><controlfield tag="001">BV048348355</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s2008 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1451870663</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">1-451-87066-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451870664</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">978-1-451-87066-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845881310</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337125928</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048348355</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kalra, Sanjay</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Global Volatility and Forex Returns in East Asia</subfield><subfield code="c">Kalra, Sanjay</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (31 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 08/208</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall ""flight to safety"" effect. Estimates from GARCH models suggest that a 5 percentage point increase in mature market equity volatility generated an exchange rate depreciation of up to 1⁄2 percent. This sensitivity rose during the latter period in the sample, suggesting greater integration of Asian financial markets with global markets. Unconditional standard deviations estimated from these models also provide operational measures of ""long-term"" and ""excess"" volatility in forex markets. Long-run forex volatility declined as Asian economies settled down with generally stronger fundamentals in the post-crisis period to more flexible regimes along with a generally lower level of mature market volatility</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033727623</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV048348355 |
illustrated | Not Illustrated |
index_date | 2024-07-03T20:13:25Z |
indexdate | 2024-07-10T09:35:33Z |
institution | BVB |
isbn | 1451870663 9781451870664 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033727623 |
oclc_num | 1337125928 |
open_access_boolean | |
owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
physical | 1 Online-Ressource (31 p) |
psigel | ZDB-1-IMF |
publishDate | 2008 |
publishDateSearch | 2008 |
publishDateSort | 2008 |
publisher | International Monetary Fund |
record_format | marc |
series2 | IMF Working Papers |
spelling | Kalra, Sanjay Verfasser aut Global Volatility and Forex Returns in East Asia Kalra, Sanjay Washington, D.C International Monetary Fund 2008 1 Online-Ressource (31 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 08/208 During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall ""flight to safety"" effect. Estimates from GARCH models suggest that a 5 percentage point increase in mature market equity volatility generated an exchange rate depreciation of up to 1⁄2 percent. This sensitivity rose during the latter period in the sample, suggesting greater integration of Asian financial markets with global markets. Unconditional standard deviations estimated from these models also provide operational measures of ""long-term"" and ""excess"" volatility in forex markets. Long-run forex volatility declined as Asian economies settled down with generally stronger fundamentals in the post-crisis period to more flexible regimes along with a generally lower level of mature market volatility Online-Ausg http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Kalra, Sanjay Global Volatility and Forex Returns in East Asia |
title | Global Volatility and Forex Returns in East Asia |
title_auth | Global Volatility and Forex Returns in East Asia |
title_exact_search | Global Volatility and Forex Returns in East Asia |
title_exact_search_txtP | Global Volatility and Forex Returns in East Asia |
title_full | Global Volatility and Forex Returns in East Asia Kalra, Sanjay |
title_fullStr | Global Volatility and Forex Returns in East Asia Kalra, Sanjay |
title_full_unstemmed | Global Volatility and Forex Returns in East Asia Kalra, Sanjay |
title_short | Global Volatility and Forex Returns in East Asia |
title_sort | global volatility and forex returns in east asia |
url | http://elibrary.imf.org/view/IMF001/09582-9781451870664/09582-9781451870664/09582-9781451870664.xml |
work_keys_str_mv | AT kalrasanjay globalvolatilityandforexreturnsineastasia |