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Applied Economics Letters Volume 10, 2003 - Issue 4
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Original Articles

Non-linear modelling of daily exchange rate returns, volatility, and 'news' in a small developing economy

José R. Sánchez-Fung School of Economics, Kingston University, Penrhyn Road, Kingston upon Thames, KT1 2EE, UK, E-mail: [email protected]
Pages 247-250 | Published online: 06 Oct 2010

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