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06-086/2 - Large Swings in Currencies driven by Fundamentals


  • Authors
    Phornchanok Cumperayot, Chulalongkorn University; Casper G. de Vries, Erasmus Universiteit Rotterdam
  • Publication date
    October 6, 2006
  • Keywords
    exchange rates; fundamentals; fat-tailed distributions
  • JEL
    E44; F31