Seung Moon Lee

The Bank of Korea

39, Namdaemun-ro, Jung-gu

Seoul , 04531

Korea, Republic of (South Korea)

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원/달러 환율의 실현변동성 (Realized Volatility in Seoul Foreign Exchange Market)

East Asian Economic Review, Vol. 7, No. 2, pp. 55-77, December 2003
Number of pages: 24 Posted: 01 Dec 2017
Chae-Shick Chung, Sangyong Joo and Seung Moon Lee
Sogang University - Department of Economics, Konkuk University - Department of Economics and The Bank of Korea
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Abstract:

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Foreign Exchange Market, Realized Volatility, High Frequency, Won, Dollar