The dynamics of DM/£ exchange rate volatility: A SWARCH analysis

International Journal of Finance and Economics

Volumn 3, Issue 1, 1998, Pages 59-71

  Fong, Wai Mun ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Conditional volatility; Exchange rate mechanism; Markov process

Indexed keywords

EID: 4243552522     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199801)3:1<59::AID-IJFE52>3.0.CO;2-Q     Document Type: Article

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