The global transmission of volatility in the foreign exchange market
Michael Melvin and Bettina Peiers Melvin
| Year of publication: |
2003
|
|---|---|
| Authors: | Melvin, Michael ; Melvin, Bettina Peiers |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 85.2003, 3, p. 670-679
|
| Subject: | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Welt | World | 1993-1995 |
| 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/10001791774