Time-varying volatility and foreign exchange risk : an empirical study
Orazio P. Attanasio and Malcolm L. Edey
| Year of publication: |
1990
|
|---|---|
| Authors: | Attanasio, Orazio P. |
| Other Persons: | Edey, Malcolm L. (contributor) |
| Published in: |
Journal of foreign exchange and international finance : JFEIF. - Pune, ISSN 0970-3632, ZDB-ID 1131146-0. - Vol. 4.1990, 4, p. 325-334
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| Subject: | Währungsderivat | Currency derivative | Rationale Erwartung | Rational expectations | Schätztheorie | Estimation theory | Theorie | Theory | OECD-Staaten | OECD countries | 1973-1984 |
| 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/10001111568