Long run trends and volatility spillovers in daily exchange rates
Angela J. Black and David G. McMillan
| Year of publication: |
2004
|
|---|---|
| Authors: | Black, Angela J. ; McMillan, David G. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 12, p. 895-907
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Schätzung | Estimation |
| 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/10002150770