The Euro Introduction and Non-Euro Currencies
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- Dick van Dijk & Haris Munandar & Christian Hafner, 2011. "The euro introduction and noneuro currencies," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 95-116.
- Van Dijk, Dick & Munandar, Haris & Hafner, Christian, 2011. "The Euro-introduction and non-Euro currencies," LIDAM Reprints ISBA 2011052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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European Financial Management, European Financial Management Association, vol. 15(2), pages 279-297, March.
- Marie Briere & Ombretta Signori, 2007. "Do Inflation-Linked Bonds Still Diversify?," Working Papers CEB 07-029.RS, ULB -- Universite Libre de Bruxelles.
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- Gaetano, D'Adamo, 2009. "Measuring exchange rate flexibility in Europe," MPRA Paper 26612, University Library of Munich, Germany.
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- Mohini GUPTA & Purwa SRIVASTAVA & Amritkant MISHRA & Malayaranjan SAHOO, 2021. "Time-varying volatility spillover of foreign exchange rate in three Asian markets: Based on DCC-GARCH approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(629), W), pages 105-120, Winter.
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More about this item
Keywords
Exchange rates; multivariate GARCH; dynamic conditional correlation; structural breaks;
All these keywords.JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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