Exchange rate regime, volatility and international correlations on bond and stock markets /
The paper investigates the potential effects of the exchange rate regime on the conditional volatilities and international correlations on bond and stock markets. The analysis is essentially empirical. It focuses on the recent experience of the EMS, and examines the behavior of domestic daily return...
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| Format: | Software Article |
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Namur :
Facultés Universitaires Notre-Dame de la Paix. Faculté des Sciences conomiques, Sociales et de Gestion,
1998
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| Series: | Cahiers de recherche ;
no. 204 |
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| Online Access: | http://cms-content.bates.edu/prebuilt/bodart_&_reding.pdf |