Beine, Michel; Laurent, Sébastien - In: Revue Économique 51 (2000) 3, pp. 703-711
[eng] Assessing the evolution of volatility shocks persistence on the foreign exchange market from the beginning of the 80's. . This paper aims at determining whether the persistence of volatility shocks on the major foreign exchange markets (DEM and YEN) has changed since the beginning of the...