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
Date: 2010-01-14
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Citations: View citations in EconPapers (2)

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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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