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 paper › Chapter › peer-review

Original language	English
Title of host publication	Risk Management in Emerging Markets
Subtitle of host publication	Issues, Framework, and Modeling
Editors	Sabri Boubaker, Bonnie Buchanan and Duc Khuong Nguyen
Place of Publication	Bingley, UK
Publisher	Emerald Group Publishing Limited
Pages	3-35
Number of pages	33
ISBN (Print)	9781786354525
Publication status	Published - 2016

Cite this

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title = "Realized Volatility of the Spread: An Analysis in the Foreign Exchange Market",

author = "E. Bissoondoyal-Bheenick and R. Brooks and Sirimon Treepongkaruna and Marvin Wee",

year = "2016",

language = "English",

isbn = "9781786354525",

pages = "3--35",

editor = "{Sabri Boubaker, Bonnie Buchanan and Duc Khuong Nguyen}",

booktitle = "Risk Management in Emerging Markets",

publisher = "Emerald Group Publishing Limited",

address = "United Kingdom",

}

Realized Volatility of the Spread: An Analysis in the Foreign Exchange Market. / Bissoondoyal-Bheenick, E.; Brooks, R.; Treepongkaruna, Sirimon et al.
Risk Management in Emerging Markets: Issues, Framework, and Modeling. ed. / Sabri Boubaker, Bonnie Buchanan and Duc Khuong Nguyen. Bingley, UK: Emerald Group Publishing Limited, 2016. p. 3-35.

Research output: Chapter in Book/Conference paper › Chapter › peer-review

TY - CHAP

T1 - Realized Volatility of the Spread

T2 - An Analysis in the Foreign Exchange Market

AU - Bissoondoyal-Bheenick, E.

AU - Brooks, R.

AU - Treepongkaruna, Sirimon

AU - Wee, Marvin

PY - 2016

Y1 - 2016

M3 - Chapter

SN - 9781786354525

SP - 3

EP - 35

BT - Risk Management in Emerging Markets

A2 - null, Sabri Boubaker, Bonnie Buchanan and Duc Khuong Nguyen

PB - Emerald Group Publishing Limited

CY - Bingley, UK

ER -