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Microstructure approach to the exchange rate determinants of the Korean won

Research Department (International Finance Team(Tel:82-2-759-4442)) 2003.10.09 1504

- Summary of Monthly Bulletin(August 2003)

- If you wish to view the Korean text, please click ［Korean］above

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The Empirical Study on Long-Memory Properties of Korean Won/Dollar Exchange Rate and Volatility
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