Neglected common factors in exchange rate volatility

Ronald Mahieu and Peter Schotman

Journal of Empirical Finance, 1994, vol. 1, issue 3-4, 279-311

Date: 1994
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Working Paper: Neglected Common Factors in Exchange Rate Volatility (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:1:y:1994:i:3-4:p:279-311

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