Since when have FOREX markets incorporated EMU into currency pricing? : evidence from four exchange rate series
Year of publication: |
2001
|
---|---|
Authors: | Wilfling, Bernd |
Publisher: |
Hamburg : Hamburgisches Welt-Wirtschafts-Archiv (HWWA) |
Subject: | regime switching model | Wechselkurs | Exchange rate | Volatilität | Volatility | Rendite | Yield | Eurozone | Euro area | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model | Schätzung | Estimation | Finnland | Finland | Frankreich | France | Italien | Italy | Portugal | Europäische Union | Währungsunion | Markov-Modell |
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