Volatility Transmissions between Renminbi and Asia-Pacific On-Shore and Off-Shore U.S. Dollar Futures
Year of publication: |
2007
|
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Authors: | Colavecchio, Roberta ; Funke, Michael |
Publisher: |
[S.l.] : SSRN |
Subject: | USA | United States | Volatilität | Volatility | China | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Renminbi | Währungsderivat | Currency derivative |
Extent: | 1 Online-Ressource (34 p) |
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Series: | BOFIT Discussion Paper ; No. 16/2006 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 25, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.1002504 [DOI] |
Classification: | C22 - Time-Series Models ; F31 - Foreign Exchange ; F36 - Financial Aspects of Economic Integration |
Source: | ECONIS - Online Catalogue of the ZBW |
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