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Volumn 8, Issue 4, 1998, Pages 413-430

Asymmetric volatility spillovers in deutsche mark exchange rates

Author keywords

Asymmetry; C5; F23; F31; Multivariate exponential GARCH; Volatility spillover mechanism

Indexed keywords


EID: 0001751167     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(98)00040-1     Document Type: Article
Times cited : (27)

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