Exchange rate regime, volatility and international correlations on bond and stock markets

Focusing on the recent experience of the EMS, the paper examines the behavior of domestic daily returns on bond and stock markets with the objective of identifying whether there exist significant differences in the patterns of volatilities and international correlations between ERM and non-ERM count...

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Bibliographic details
Volume: 18
Main Author: Bodart, Vincent
Reding, Paul
Format: Journal Article
Language: English
Zielgruppe: Professional
Academic
Place of publication: OXFORD Elsevier Ltd 1999
ELSEVIER SCI LTD
Elsevier
Elsevier B.V
Butterworth Scientific Ltd
published in: Journal of international money and finance Vol. 18; no. 1; pp. 133 - 151
Data of publication: 1999
ISSN: 0261-5606
1873-0639
EISSN: 1873-0639
Discipline: Business
Series: Journal of International Money and Finance
Subjects:
C22
F31
F33
G15
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 1999
Web of Knowledge
Web of Science
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RePEc IDEAS
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