EconPapers    
Economics at your fingertips  
 

A geographical model for the daily and weekly seasonal volatility in the foreign exchange market

Michel Dacorogna, Ulrich A. Muller, Robert J. Nagler, Richard Olsen () and Olivier V. Pictet

Journal of International Money and Finance, 1993, vol. 12, issue 4, 413-438

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (231) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0261-5606(93)90004-U
Full text for ScienceDirect subscribers only

Related works:
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:eee:jimfin:v:12:y:1993:i:4:p:413-438

Access Statistics for this article

Journal of International Money and Finance is currently edited by J. R. Lothian

More articles in Journal of International Money and Finance from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-04-20
Handle: RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438