An empirical examination of the intraday volatility in euro-dollar rates
Ken B. Cyree; Mark D. Griffiths; Drew B. Winters
| Year of publication: |
2004
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|---|---|
| Authors: | Cyree, Ken B. ; Griffiths, Mark D. ; Winters, Drew B. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 44.2004, 1, p. 44-57
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Euro | US-Dollar | US dollar | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | Japan | USA | United States | 1990-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001961726