Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates
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More about this item
Keywords
Foreign Exchange Market; DCC-GARCH; Excess Comovements;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2010-01-16 (International Finance)
Statistics
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