Information transmission and spillover in currency markets: A generalized variance decomposition analysis
Year of publication: |
2007
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Authors: | Elyasiani, Elyas ; Kocagil, Ahmet E. ; Mansur, Iqbal |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 47.2007, 2, p. 312-330
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