Correlation in currency markets : a risk-adjusted perspective
Year of publication: |
1998
|
---|---|
Authors: | Sheedy, Elizabeth A. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 8.1998, 1, p. 59-82
|
Subject: | Börsenkurs | Share price | Wechselkurs | Exchange rate | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | USA | United States | 1980-1996 |
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