Neglected Common Factors in Exchange Rate Volatility
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Other versions of this item:
- Mahieu, Ronald & Schotman, Peter, 1994. "Neglected common factors in exchange rate volatility," Journal of Empirical Finance, Elsevier, vol. 1(3-4), pages 279-311, July.
More about this item
KeywordsStochastic Volatility; Exchange Rates; Factor Models; Risk Efficiency; Competitive Market Making; Rational Expectations;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cpr:ceprfm:0041. See general information about how to correct material in RePEc.
We have no references for this item. You can help adding them by using this form .