Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

E. Bissoondoyal-Bheenick, R. Brooks, S. Hum, Sirimon Treepongkaruna

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Original language	English
Pages (from-to)	997-1003
Journal	Applied Financial Economics
Volume	21
DOIs	https://doi.org/10.1080/09603107.2011.554367
Publication status	Published - 2011

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title = "Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis",

author = "E. Bissoondoyal-Bheenick and R. Brooks and S. Hum and Sirimon Treepongkaruna",

year = "2011",

doi = "10.1080/09603107.2011.554367",

language = "English",

volume = "21",

pages = "997--1003",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Routledge",

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T1 - Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

AU - Bissoondoyal-Bheenick, E.

AU - Brooks, R.

AU - Hum, S.

AU - Treepongkaruna, Sirimon

PY - 2011

Y1 - 2011

U2 - 10.1080/09603107.2011.554367

DO - 10.1080/09603107.2011.554367

M3 - Article

SN - 0960-3107

VL - 21

SP - 997

EP - 1003

JO - Applied Financial Economics

JF - Applied Financial Economics

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