Neglected Common Factors in Exchange Rate Volatility
Year of publication: |
1994-01
|
---|---|
Authors: | Mahieu, Ronald ; Schotman, Peter |
Institutions: | European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. |
Subject: | Stochastic Volatility | Exchange Rates | Factor Models | Risk Efficiency | Competitive Market Making | Rational Expectations |
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