Realized Volatility of the Spread: An Analysis in the Foreign Exchange Market

E. Bissoondoyal-Bheenick, R. Brooks, Sirimon Treepongkaruna, Marvin Wee

Research output: Chapter in Book/Conference paperChapter

Original languageEnglish
Title of host publicationRisk Management in Emerging Markets
Subtitle of host publicationIssues, Framework, and Modeling
EditorsSabri Boubaker, Bonnie Buchanan and Duc Khuong Nguyen
Place of PublicationBingley, UK
PublisherEmerald Group Publishing Limited
Pages3-35
Number of pages33
ISBN (Print)9781786354525
Publication statusPublished - 2016

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