The dynamics of DM/£ exchange rate volatility: A SWARCH analysis
International Journal of Finance and Economics
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sg-nus-scholar.10635-451962015-02-24T21:58:29Z The dynamics of DM/£ exchange rate volatility: A SWARCH analysis Fong, W.M. FINANCE & ACCOUNTING Conditional volatility Exchange rate mechanism Markov process International Journal of Finance and Economics 3 1 59-71 2013-10-11T08:13:55Z 2013-10-11T08:13:55Z 1998 Article Fong, W.M. (1998). The dynamics of DM/£ exchange rate volatility: A SWARCH analysis. International Journal of Finance and Economics 3 (1) : 59-71. ScholarBank@NUS Repository. 10769307 http://scholarbank.nus.edu.sg/handle/10635/45196 NOT_IN_WOS Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| topic |
Conditional volatility Exchange rate mechanism Markov process |
| spellingShingle |
Conditional volatility Exchange rate mechanism Markov process Fong, W.M. The dynamics of DM/£ exchange rate volatility: A SWARCH analysis |
| description |
International Journal of Finance and Economics |
| author2 |
FINANCE & ACCOUNTING |
| author_facet |
FINANCE & ACCOUNTING Fong, W.M. |
| format |
Article |
| author |
Fong, W.M. |
| author_sort |
Fong, W.M. |
| title |
The dynamics of DM/£ exchange rate volatility: A SWARCH analysis |
| title_short |
The dynamics of DM/£ exchange rate volatility: A SWARCH analysis |
| title_full |
The dynamics of DM/£ exchange rate volatility: A SWARCH analysis |
| title_fullStr |
The dynamics of DM/£ exchange rate volatility: A SWARCH analysis |
| title_full_unstemmed |
The dynamics of DM/£ exchange rate volatility: A SWARCH analysis |
| title_sort |
dynamics of dm/£ exchange rate volatility: a swarch analysis |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/45196 |
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1681083031292477440 |