Cross-correlations and cross-bicorrelations in Sterling exchange rates

Journal of Empirical Finance

Volumn 6, Issue 4, 1999, Pages 385-404

  Brooks, Chris ^a   Hinich, Melvin J ^b  

^a UNIVERSITY OF READING   (United Kingdom)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

C32; Cross bicorrelations; Cross correlations; Exchange rates; F31; Nonlinearity

Indexed keywords

EID: 0043125018     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(99)00007-9     Document Type: Article

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