Correlation in currency markets a risk-adjusted perspective

Journal of International Financial Markets, Institutions and Money

Volumn 8, Issue 1, 1998, Pages 59-82

  Sheedy, Elizabeth ^a  

^a MACQUARIE UNIVERSITY   (Australia)

Author keywords

Correlation; Currency; GARCH

Indexed keywords

EID: 0031627093     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(98)00024-9     Document Type: Article

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