Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets

✍ Scribed by Yoshihiro Kitamura

• Book ID: 113877828
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 786 KB
• Volume: 24
• Category: Article
• ISSN: 0275-5319
• DOI: 10.1016/j.ribaf.2009.11.002