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Target zones and conditional volatility : an ARCH application to the EMS
Neely, Christopher J. - 1993
Persistent link: https://www.econbiz.de/10000897484
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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The volatility impact of the European monetary system on member and non-member currencies
Hu, Michael Y.; Jiang, Christine X.; Tsoukalas, Christos - In: Applied financial economics 14 (2004) 5, pp. 313-325
Persistent link: https://www.econbiz.de/10001939388
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Interest rate volatility regimes and exchange rate behavior in a target zone
Avesani, Renzo G.; Gallo, Giampiero M. - 1999
Persistent link: https://www.econbiz.de/10001441355
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Target zones and conditional volatility : the role of realignments
Neely, Christopher J. - In: Journal of empirical finance 6 (1999) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10001426341
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Asymmetric volatility of exchange rate returns under the EMS : some evidence from quantile regression approach for TGARCH models
Park, Beum-jo - In: International economic journal 16 (2002) 1, pp. 105-125
Persistent link: https://www.econbiz.de/10001646771
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Time-varying behavior and asymmetry in EMS exchange rates
Laopodis, Nikiforos - In: International economic journal 15 (2001) 4, pp. 81-94
Persistent link: https://www.econbiz.de/10001636742
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A Markov regime switching model of crises and contagion : the case of the Iberian countries in the EMS
Lopes, José Mário; Nunes, Luis C. - In: Journal of macroeconomics 34 (2012) 4, pp. 1141-1153
Persistent link: https://www.econbiz.de/10009703298
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Jumps and time-varying correlations in daily foreign exchange rates
Chang, Kook-hyun; Kim, Myung-jig - In: Journal of international money and finance 20 (2001) 5, pp. 611-637
Persistent link: https://www.econbiz.de/10001612879
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Combining conditional volatility forecasts using neural networks : an application to the EMS exchange rates
Hu, Michael Y.; Tsoukalas, Christos - In: Journal of international financial markets, … 9 (1999) 4, pp. 407-422
Persistent link: https://www.econbiz.de/10001449860