Work

Neglected common factors in exchange rate volatility

Year: 1994

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/0927-5398(94)90006-x

Authors: Ronald Mahieu, Peter Schotman

Institution: Maastricht University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2089850539

FWCI: 3.817

Cites: 38

Cited by: 71

Related to: 10