Implied volatility linkages among major European currencies
Year of publication: |
2006
|
---|---|
Authors: | Nikkinen, Jussi ; Sahlström, Petri ; Vähämaa, Sami |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 16.2006, 2, p. 87-103
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Euro | Pfund Sterling | Pound Sterling | Schweizer Franken | Swiss franc | US-Dollar | US dollar | 2001-2003 |
-
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos, (2012)
-
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos, (2012)
-
Implied volatility linkages among major European currencies
Nikkinen, Jussi, (2004)
- More ...
-
Implied volatility linkages among major European currencies
Nikkinen, Jussi, (2004)
-
Implied volatility linkages among major European currencies
Nikkinen, Jussi, (2006)
-
Stock returns and volatility following the September 11 attacks : evidence from 53 equity markets
Nikkinen, Jussi, (2008)
- More ...