Moorhead, Simon; Brooks, Robert - In: Journal of accounting & management information systems … 12 (2013) 2, pp. 280-301
euro currency, had on returns volatility across the different members of the currency union. We analyse the twelve … countries that adopted the euro in January 2002, over the sample period July 1990 to December 2006. Volatility is measured … introduction of the euro. The first sub-period shows evidence of asymmetric volatility in only a few countries. The relaxation of …