Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers
| Year of publication: |
2004
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|---|---|
| Authors: | Chowdhury, Ibrahim ; Sarno, Lucio |
| Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 31.2004, 5, p. 759-794
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