Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
Year of publication: |
2014
|
---|---|
Authors: | Doman, Małgorzata ; Doman, Ryszard |
Published in: |
Central European Journal of Economic Modelling and Econometrics. - CEJEME. - Vol. 6.2014, 1, p. 33-56
|
Publisher: |
CEJEME |
Subject: | exchange rates | FOREX | linkages | copula | Markov regime switching | Spearman’s rho | volatility | tail dependence | crisis |
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