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Volatility changes in drachma exchange rates

✍ Scribed by Chelley-Steeley, Patricia; Tsorakidis, Nikolaos

Book ID
126750343
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
222 KB
Volume
19
Category
Article
ISSN
0960-3107

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✍ Bwo-Nung Huang; Chin Wei Yang πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 189 KB

## Abstract This paper studies the transmission mechanism of G‐5 exchange rate changes within each market and across the three major markets: London, New York and Tokyo. It is found that the volatility in both the London and New York markets leads that of Tokyo. In addition, the New York market sli