Volatility clustering and volatility transmission: a non-parametric view of ERM exchange rates
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
CEPR
1997
|
| Schriftenreihe: | Centre for Economic Policy Research <London>: Discussion paper series
1594 : International macroeconomics |
| Schlagworte: | |
| Beschreibung: | 30 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author | Artis, Michael J. 1938- Zhang, Wenda |
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| indexdate | 2024-07-09T18:09:41Z |
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| language | English |
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| series | Centre for Economic Policy Research <London>: Discussion paper series |
| series2 | Centre for Economic Policy Research <London>: Discussion paper series |
| spelling | Artis, Michael J. 1938- Verfasser (DE-588)12130860X aut Volatility clustering and volatility transmission a non-parametric view of ERM exchange rates Michael J. Artis and Wenda Zhang London CEPR 1997 30 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Centre for Economic Policy Research <London>: Discussion paper series 1594 : International macroeconomics Economics, economic history and consumer affairs sigle Ökonometrisches Modell Foreign exchange rates European Union countries Econometric models Europäische Union. Mitgliedsstaaten Zhang, Wenda Verfasser aut Centre for Economic Policy Research <London>: Discussion paper series 1594 : International macroeconomics (DE-604)BV023545932 1594 |
| spellingShingle | Artis, Michael J. 1938- Zhang, Wenda Volatility clustering and volatility transmission a non-parametric view of ERM exchange rates Centre for Economic Policy Research <London>: Discussion paper series Economics, economic history and consumer affairs sigle Ökonometrisches Modell Foreign exchange rates European Union countries Econometric models |
| title | Volatility clustering and volatility transmission a non-parametric view of ERM exchange rates |
| title_auth | Volatility clustering and volatility transmission a non-parametric view of ERM exchange rates |
| title_exact_search | Volatility clustering and volatility transmission a non-parametric view of ERM exchange rates |
| title_full | Volatility clustering and volatility transmission a non-parametric view of ERM exchange rates Michael J. Artis and Wenda Zhang |
| title_fullStr | Volatility clustering and volatility transmission a non-parametric view of ERM exchange rates Michael J. Artis and Wenda Zhang |
| title_full_unstemmed | Volatility clustering and volatility transmission a non-parametric view of ERM exchange rates Michael J. Artis and Wenda Zhang |
| title_short | Volatility clustering and volatility transmission |
| title_sort | volatility clustering and volatility transmission a non parametric view of erm exchange rates |
| title_sub | a non-parametric view of ERM exchange rates |
| topic | Economics, economic history and consumer affairs sigle Ökonometrisches Modell Foreign exchange rates European Union countries Econometric models |
| topic_facet | Economics, economic history and consumer affairs Ökonometrisches Modell Foreign exchange rates European Union countries Econometric models Europäische Union. Mitgliedsstaaten |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT artismichaelj volatilityclusteringandvolatilitytransmissionanonparametricviewofermexchangerates AT zhangwenda volatilityclusteringandvolatilitytransmissionanonparametricviewofermexchangerates |