Volatility spillover across exchange rate markets
Year of publication: |
2003
|
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Authors: | Cáceres, Luis René |
Published in: |
Savings and development : quarterly review. - Bergamo : Bergamo Univ. Press, ISSN 0393-4551, ZDB-ID 429599-7. - Vol. 27.2003, 1, p. 23-38
|
Subject: | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Währungskrise | Currency crisis | Preiskonvergenz | Price convergence | El Salvador | Guatemala |
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