The economics of exchange rate volatility asymmetry

International Journal of Finance and Economics

Volumn 7, Issue 3, 2002, Pages 247-260

  McKenzie, Michael ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

ARCH; Exchange rate intervention; Volatility asymmetry

Indexed keywords

CENTRAL BANK; EXCHANGE RATE; FINANCIAL MARKET; STOCK MARKET;

AUSTRALIA;

EID: 0036361082     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/ijfe.189     Document Type: Article

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