Volatility dynamics in three euro exchange rates : correlations, spillovers and commonality
David G. McMillan; Isabel Ruiz
| Year of publication: |
2009
|
|---|---|
| Authors: | McMillan, David G. ; Ruiz, Isabel |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 1.2009, 1, p. 64-74
|
| Subject: | Volatilität | Volatility | Euro | Wechselkurs | Exchange rate | Korrelation | Correlation | Theorie | Theory | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries | Japan | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10003984988