Volatility spillovers in East European black-market exchange rates

Journal of International Money and Finance

Volumn 20, Issue 3, 2001, Pages 367-378

  Speight, Alan E H ^a   McMillan, David G ^b  

^a SWANSEA UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF ST ANDREWS   (United Kingdom)

Author keywords

Black markets; Exchange rates; F31; G12; Market efficiency; Volatility spillovers

Indexed keywords

EID: 0042326390     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(01)00003-1     Document Type: Article

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