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...

Full description

Saved in:
Bibliographic details
Main Author: Bodart, Vincent
Reding, Paul
Format: Journal Article
Language: English
Place of publication: Oxford Elsevier Sci Ltd 1999
published in: Journal of International Money and Finance : theoretical and empirical research in international economics and finance
Data of publication: 1999
ISSN: 0261-5606
EISSN: 1873-0639
Alternate Title: J. Int. Money Finan.
Discipline: Business
Bibliography: Accès restreint
Online Access: Fulltext
Database: Université Catholique de Louvain Institutional Repository DIAL
Database information Databases - DBIS