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RePEcRisk, Credit & Banking

Asian Emerging Markets and Central Bank Transparency

A new model and classification for accounting for a specific jump component of volatility and the impact of monetary policy announcements is proposed.

Featured in No. 2 on 1 Jun 2023 · on release day

Released
1 Jun 2023
First featured
No. 2 · 1 Jun 2023
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Identifier
RePEc:cbk:journl:v:12:y:2023:i:2:p:133-163

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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