Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets
Yoshihiro Kitamura
| Year of publication: |
2010
|
|---|---|
| Authors: | Kitamura, Yoshihiro |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 24.2010, 2, p. 157-171
|
| Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Derivat | Derivative | ARCH-Modell | ARCH model | Euro | Pfund Sterling | Pound Sterling | Schweizer Franken | Swiss franc |
| 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/10003965060