Contagion across exchange rates : new evidence on the role of information spillovers and eight major exchange rates
Nicholas Apergis and Christina Christou
| Year of publication: |
2017
|
|---|---|
| Authors: | Apergēs, Nikolaos ; Christou, Christina |
| Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 44.2017, 1, p. 24-35
|
| Subject: | Contagion effects | Exchange rates | Information spillovers | Parametric and non-parametric methodologies | Currency markets | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-12-2015-0216 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011757020