What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries

Journal of International Money and Finance

Volumn 30, Issue 1, 2011, Pages 39-61

  Giannellis, Nikolaos ^a   Papadopoulos, Athanasios P ^b  

^a UNIVERSITY OF IOANNINA   (Greece)

^b UNIVERSITY OF CRETE   (Greece)

Author keywords

Bivariate GARCH; Exchange rate volatility; Volatility spillover

Indexed keywords

EID: 78651417058     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2010.07.002     Document Type: Article

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