Long-range dependence in exchange rates: The case of the European monetary system

International Journal of Theoretical and Applied Finance

Volumn 11, Issue 2, 2008, Pages 199-223

  Souza, Sergio R S ^a   Tabak, Benjamin M ^a,b   Cajueiro, Daniel O ^b  

^a BANCO CENTRAL DO BRASIL   (Brazil)

^b UNIVERSIDADE CATÓLICA DE BRASÍLIA   (Brazil)

Author keywords

Exchange rates; Financial crisis; Long memory; R S analysis

Indexed keywords

EID: 44249091897     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024908004774     Document Type: Article

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