Episodic Nonlinearity in Leading Global Currencies

Apostolos Serletis, Anastasios Malliaris, Melvin Hinich and Periklis Gogas

Open Economies Review, 2012, vol. 23, issue 2, 337-357

Keywords: Global financial markets; Currencies; Episodic nonlinearity; Conditional heteroskedasticity; C22; C45; D40; G10; Q40 (search for similar items in EconPapers)
Date: 2012
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Working Paper: Episodic Nonlinearity in Leading Global Currencies (2010)
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DOI: 10.1007/s11079-010-9194-9

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