The global transmission of volatility in the foreign exchange market
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 |
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