Exchange rate volatility and the mixture of distribution hypothesis

Luc Bauwens, Dagfinn Rime and Genaro Sucarrat

Empirical Economics, 2006, vol. 30, issue 4, 889-911

Keywords: Exchange rate volatility; Mixture of distribution hypothesis; F31 (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (27)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00181-005-0005-x (text/html)
Access to full text is restricted to subscribers.

Related works:
Chapter: Exchange rate volatility and the mixture of distribution hypothesis (2008)
Working Paper: Exchange rate volatility and the mixture of distribution hypothesis (2006)
Working Paper: Exchange rate volatility and the mixture of distribution hypothesis (2005)
Working Paper: Exchange Rate Volatility and the Mixture of Distribution Hypothesis (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:empeco:v:30:y:2006:i:4:p:889-911

Ordering information: This journal article can be ordered from
http://www.springer. ... rics/journal/181/PS2

DOI: 10.1007/s00181-005-0005-x

Access Statistics for this article

Empirical Economics is currently edited by Robert M. Kunst, Arthur H.O. van Soest, Bertrand Candelon, Subal C. Kumbhakar and Joakim Westerlund

More articles in Empirical Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().