Work

Stylized Facts of Nominal Exchange Rate Returns

Year: 1994

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Casper G. de Vries, K. U. Leuven

Institution: Purdue University West Lafayette

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2106014841

Cites: 49

Cited by: 110

Related to: 10