The European exchange rates before and after the establishment of the European Monetary System
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Volume (Year): 7 (1997)
Issue (Month): 3 (October)
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- Diebold, Francis X & Nerlove, Marc, 1989. "The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(1), pages 1-21, Jan.-Mar..
- Nelson, Daniel B & Cao, Charles Q, 1992. "Inequality Constraints in the Univariate GARCH Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 229-35, April.
- Burt, John & Kaen, Fred R & Booth, G Geoffrey, 1977. "Foreign Exchange Market Efficiency under Flexible Exchange Rates," Journal of Finance, American Finance Association, vol. 32(4), pages 1325-30, September.
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- Lastrapes, William D, 1989. "Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(1), pages 66-77, February.
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