Target zones and conditional volatility : the role of realignments
Year of publication: |
1999
|
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Authors: | Neely, Christopher J. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 6.1999, 2, p. 177-192
|
Subject: | Zielzone | Target zone | Wechselkurs | Exchange rate | Europäisches Währungssystem | European Monetary System | Volatilität | Volatility | ARCH-Modell | ARCH model | Belgien | Belgium | Dänemark | Denmark | Frankreich | France | Deutschland | Germany | Irland | Ireland | Italien | Italy | Niederlande | Netherlands | 1979-1992 |
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