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~isPartOf:"International Journal of Financial Research"
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Asymmetric dynamic conditional correlation
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On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
International Journal of Financial Research
4
(
2013
)
1
,
pp. 46-53
ones for the GBP-CHF and CHF-EUR pairs. While the global financial crisis increased the degree of
interbank
money
market
…
Persistent link: https://www.econbiz.de/10011267588
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