Exchange rate regime, volatility and international correlations on bond and stock markets
β Scribed by Vincent Bodart; Paul Reding
- Book ID
- 117427917
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 227 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0261-5606
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Understanding the complexity of the financial transmission process across various assets-domestically as well as within and across asset classes-requires the simultaneous modeling of the various transmission channels in a single, comprehensive empirical framework. The paper estimates the financial t
## Abstract Intraday volatility for the Eurodollar, the Euro/dollar foreign exchange rate, and the Eβmini S&P 500 futures contracts traded on a continuous 23βhour schedule on the Chicago Mercantile Exchange Globex electronic platform is studied. Volatility transmission in a single market across dif