Time Variation in the Correlation Structure of Exchange Rates: High-Frequency Analyses
| Year of publication: |
2001
|
|---|---|
| Authors: | Muthuswamy, Jayaram ; Sarkar, Sudipto ; Low, Aaron ; Terry, Eric |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 21.2001, 2, p. 127-144
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