Is exchange rate volatility excessive? An ARCH and AR approach
| Year of publication: |
2004
|
|---|---|
| Authors: | Edmonds, Radcliffe Jr. ; So, Jacky Y. C. |
| Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 44.2004, 1, p. 122-154
|
| Publisher: |
Elsevier |