What Causes Exchange Rate Volatility? Evidence from Selected EMU Members and Candidates for EMU Membership Countries
Nikolaos Giannellis () and
Athanasios Papadopoulos ()
No 1004, Working Papers from University of Crete, Department of Economics
Keywords: Exchange Rate Volatility; Bivariate GARCH; Volatility Spillover (search for similar items in EconPapers)
JEL-codes: C32 E44 F31 F41 (search for similar items in EconPapers)
Pages: 67 pages
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Journal Article: What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:crt:wpaper:1004
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