https://animorepository.dlsu.edu.ph/etd_bachelors/17123/
"Modeling exchange rate volatility and volatility transmission between " by Quennie W. Chan, Jermyn...
The thrust of this paper is to investigate the linkage of the volatility of exchange rates of currencies which were adversely affected during the recent Asian...
exchange ratemodelingvolatilitytransmissionquennie