Exchange rate volatility and the mixture of distribution hypothesis

Empirical Economics

Volumn 30, Issue 4, 2006, Pages 889-911

  Bauwens, Luc ^a   Rime, Dagfinn ^b   Sucarrat, Genaro ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b NORGES BANK   (Norway)

Author keywords

Exchange rate volatility; Mixture of distribution hypothesis

Indexed keywords

DISTRIBUTION SYSTEM; ECONOMIC POLICY; EMPIRICAL ANALYSIS; EXCHANGE RATE;

EID: 31044448824     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-005-0005-x     Document Type: Article

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