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A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Market

Citation

Dungey, MH and Martin, V, A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Market, Journal of Emerging Market Finance, 3, (3) pp. 305-330. ISSN 0972-6527 (2004) [Refereed Article]

Item Details

Item Type:Refereed Article
Research Division:Economics
Research Group:Applied Economics
Research Field:International Economics and International Finance
Objective Division:Economic Framework
Objective Group:Macroeconomics
Objective Field:Monetary Policy
Author:Dungey, MH (Professor Mardi Dungey)
ID Code:57072
Year Published:2004
Deposited By:Economics and Finance
Deposited On:2009-06-16
Last Modified:2009-06-16
Downloads:0

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