Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model

Franc Klaassen

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 257285fe378/download (application/pdf)

Related works:
Working Paper: Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model (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:tiu:tiutis:af43cd1c-9656-4e45-bfd1-f60ece37551b

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().