Information transmission and spillover in currency markets : a generalized variance decomposition analysis
Elyas Elyasiani, Ahmet E. Kocagil, Iqbal Mansur
| Year of publication: |
2007
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|---|---|
| Authors: | Elyasiani, Elyas ; Kocagil, Ahmet Enis ; Mansur, Iqbal |
| 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. 47.2007, 2, p. 312-330
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| Subject: | Währungsderivat | Currency derivative | Varianzanalyse | Analysis of variance | Dekompositionsverfahren | Decomposition method | Großbritannien | United Kingdom | Deutschland | Germany | Schweiz | Switzerland | Japan | 1985-2005 |
| 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/10003492912