The volatility impact of the European monetary system on member and non-member currencies
Michael Y. Hu, Christine X. Jiang and Christos Tsoukalas
| Year of publication: |
2004
|
|---|---|
| Authors: | Hu, Michael Y. ; Jiang, Christine X. ; Tsoukalas, Christos |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 5, p. 313-325
|
| Subject: | Europäisches Währungssystem | European Monetary System | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | EU-Staaten | EU countries | 1975-1991 |
| 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/10001939388