Large changes in major exchange rates: a chronicle of the 1990s
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- Antonakakis, Nikolaos, 2012.
"Exchange return co-movements and volatility spillovers before and after the introduction of euro,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 22(5), pages 1091-1109.
- Nikolaos Antonakakis, 2012. "Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro," FIW Working Paper series 080, FIW.
- Antonakakis, Nikolaos, 2012. "Exchange return co-movements and volatility spillovers before and after the introduction of Euro," MPRA Paper 37869, University Library of Munich, Germany.
- Schepp, Zoltán, 2003.
"Befektetői horizont és a „forwardrejtély”
[The investor horizon and the ‘forward puzzle’]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 939-963.
- Farooq Malik & Syed Hassan, 2004. "Modeling volatility in sector index returns with GARCH models using an iterated algorithm," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(2), pages 211-225, June.
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