Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen

Ronald MacDonald and Ian Marsh ()

Journal of International Money and Finance, 2004, vol. 23, issue 1, 99-111

Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0261-5606(03)00064-0
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen (1999)
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:23:y:2004:i:1:p:99-111

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 Catherine Liu ().