Volatility changes in European currency exchange rates due to EMS announcements

Global Finance Journal

Volumn 13, Issue 1, 2002, Pages 93-108

  Bond, Charlotte Anne ^a   Najand, Mohammad ^b  

^a BERRY COLLEGE   (United States)

^b OLD DOMINION UNIVERSITY   (United States)

Author keywords

European Monetary System; Foreign exchange; Volatility

Indexed keywords

EID: 0036123030     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1044-0283(02)00040-6     Document Type: Article

References (16)

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14. Conditional heteroskedasticity in asset returns: A new approach
15. Why does the stock market volatility change over time?
16. Real exchange rates within and between currency areas: How far away is EMU?