Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Robert T. Daigler, Ann Marie Hibbert and Ivelina Pavlova
| Year of publication: |
2014
|
|---|---|
| Authors: | Daigler, Robert T. ; Hibbert, Ann Marie ; Pavlova, Ivelina |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 1, p. 74-92
|
| Subject: | Euro | Volatilität | Volatility | EU-Staaten | EU countries | Wechselkurs | Exchange rate | Eurozone | Euro area |
| 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/10010254956