Modelling the bivariate dependence structure of exchange rates before and after the introduction of the Euro: A semi-parametric approach

International Journal of Finance and Economics

Volumn 16, Issue 4, 2011, Pages 357-374

  Boero, Gianna ^a   Silvapulle, Param ^b   Tursunalieva, Ainura ^b  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Copulas; Non parametric plots; Semi parametric methods; Tail dependence

Indexed keywords

CENTRAL BANK; CURRENCY DEVALUATION; ECONOMIC DIVERSIFICATION; ECONOMIC STRUCTURE; EXCHANGE RATE; INTEREST RATE; INTERNATIONAL TRADE; MODELING; PARAMETERIZATION; RISK ASSESSMENT;

EID: 80053045922     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.434     Document Type: Article

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