Work

Volatility regime-switching in European exchange rates prior to monetary unification

Year: 2008

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2008.08.005

Author: Bernd Wilfling

Institution: University of Münster

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2004346122

FWCI: 3.495

Cites: 35

Cited by: 48

Related to: 10