The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Year of publication: |
1998
|
---|---|
Authors: | Fong, Wai-mun |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 3.1998, 1, p. 59-71
|
Subject: | Wechselkurs | Exchange rate | Deutsche Mark | Pfund Sterling | Pound Sterling | Volatilität | Volatility | Markov-Kette | Markov chain | Welt | World | 1987-1994 |
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