Work

What drives volatility persistence in the foreign exchange market?☆

Year: 2009

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2008.10.006

Authors: David Berger, Alain Chaboud, Erik Hjalmarsson

Institutions: Yale University, Federal Reserve Board of Governors

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2007703899

FWCI: 12.76

Cites: 31

Cited by: 94

Related to: 10