Testing for volatility spillover between the British pound and the euro

Research in International Business and Finance

Volumn 21, Issue 2, 2007, Pages 161-174

  Inagaki, Kazuyuki ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

Causality in variance; Exchange rates; Volatility spillover

Indexed keywords

EID: 34047134960     PISSN: 02755319     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ribaf.2006.03.006     Document Type: Article

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