Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System
Colm Kearney, Andrew J. PattonVolume:
35
Year:
2000
Language:
english
Pages:
20
DOI:
10.1111/j.1540-6288.2000.tb01405.x
File:
PDF, 1.08 MB
english, 2000