A multilateral approach to decomposing volatility in bilateral exchange rates
Year of publication: |
1997
|
---|---|
Authors: | Dungey, Mardi H. |
Institutions: | Australian National University / Faculty of Economics and Commerce (contributor) |
Publisher: |
Canberra : Australian National Univ., Fac. of Economics & Commerce [u.a.] |
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Schätzung | Estimation | US-Dollar | US dollar | Deutsche Mark | Yen | Pfund Sterling | Pound Sterling | Währung | Currency | Kanadisch | Canadian | Schweizer Franken | Swiss franc | Australien | Australia | 1984-1994 |
-
Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver, (2014)
-
Chung, Chang K., (1992)
-
Intertemporal risk in foreign currency markets
McCurdy, Thomas H., (1993)
- More ...
-
Credit limits and long-term covered interest arbitrage
Dungey, Mardi H., (1997)
-
Towards a structural VAR model of the Australian economy
Dungey, Mardi H., (1997)
-
Transmission of financial crises and contagion : a latent factor approach
Dungey, Mardi H., (2011)
- More ...