International foreign exchange agreements and nominal exchange rate volatility: a GARCH application
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Volume (Year): 10 (1999)
Issue (Month): 2 ()
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References listed on IDEAS
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" On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks,"
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- Caporale, Tony & Doroodian, Khosrow, 1994. "Exchange rate variability and the flow of international trade," Economics Letters, Elsevier, vol. 46(1), pages 49-54, September.
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