Neglected common factors in exchange rate volatility

R.J. Mahieu, P. Schotman

Research output: Contribution to journal › Article › Professional

92 Downloads (Pure)

Original language	English
Pages (from-to)	279-311
Number of pages	33
Journal	Journal of Empirical Finance
Volume	1
Issue number	3-4
Publication status	Published - 1994
Externally published	Yes

Access to Document

@article{cab9c0caad744ba1ac191815b67acc69,

title = "Neglected common factors in exchange rate volatility",

author = "R.J. Mahieu and P. Schotman",

note = "Pagination: 33",

year = "1994",

language = "English",

volume = "1",

pages = "279--311",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

number = "3-4",

}