Volatility regime-switching in European exchange rates prior to monetary unification

Journal of International Money and Finance

Volumn 28, Issue 2, 2009, Pages 240-270

  Wilfling, Bernd ^a  

^a UNIVERSITY OF MÜNSTER   (Germany)

Author keywords

EMU; EMU uncertainty; Exchange rate volatility; Markov switching volatility modeling

Indexed keywords

EID: 60449107691     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2008.08.005     Document Type: Article

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