Testing for volatility spillover between the British pound and the euro
Year of publication: |
2007
|
---|---|
Authors: | Inagaki, Kazuyuki |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 21.2007, 2, p. 161-174
|
Subject: | Wechselkurs | Exchange rate | Euro | Pfund Sterling | Pound Sterling | Volatilität | Volatility | Kausalanalyse | Causality analysis | 1999-2004 |
-
The relationship between returns of American Depositary Receipts and exchange rates
Mueller, Christine, (2006)
-
The Euro and Pound volatility dynamics : an investigation from conditional jump process
Wan, Jer-Yuh, (2008)
-
Asymmetric volatility in the foreign exchange markets
Wang, Jian-xin, (2009)
- More ...
-
Measuring financial market contagion using dually-trade stocks of Asian firms
Iwatsubo, Kentaro, (2006)
-
Measuring financial market contagion using dually-traded stocks of Asian firms
Iwatsubo, Kentaro, (2007)
-
Income inequality and the suicide rate in Japan : evidence from cointegration and LA-VAR
Inagaki, Kazuyuki, (2010)
- More ...