Neglected common factors in exchange rate volatility

R.J. Mahieu, P. Schotman

Research output: Contribution to journalArticleProfessional

36 Citations (Scopus)
85 Downloads (Pure)
Original languageEnglish
Pages (from-to)279-311
Number of pages33
JournalJournal of Empirical Finance
Volume1
Issue number3-4
Publication statusPublished - 1994
Externally publishedYes

Cite this

Mahieu, R. J., & Schotman, P. (1994). Neglected common factors in exchange rate volatility. Journal of Empirical Finance, 1(3-4), 279-311.