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• Ramon P. Degennaro
• Richard T. Baillie

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Paper provided by Michigan State - Econometrics and Economic Theory in its series Papers with number 8804.

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Length: 20 pages
Date of creation: 1988
Date of revision:
Handle: RePEc:fth:mistet:8804

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Keywords: financial market ; information;

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1. WenShwo Fang & Stephen M. Miller, 2002. "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers 2002-30, University of Connecticut, Department of Economics. [Downloadable!]
2. Wang, Kai Li & Fawson, Christopher & Barrett, Christopher B. & McDonald, James B., 1998. "A Flexible Parametric Garch Model With An Application To Exchange Rates," Economics Research Institute, ERI Study Papers 28355, Utah State University, Economics Department. [Downloadable!]
   Other versions:
   • Kai-Li Wang & Christopher Fawson & Christopher B. Barrett & James B. McDonald, 2001. "A flexible parametric GARCH model with an application to exchange rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 521-536. [Downloadable!]

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This page was last updated on 2009-11-20.