Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates

  1. Morales-Zumaquero, A.
  2. Sosvilla-Rivero, S.
Revue:
Journal of International Money and Finance

ISSN: 0261-5606

Année de publication: 2010

Volumen: 29

Número: 1

Pages: 139-168

Type: Article

DOI: 10.1016/J.JIMONFIN.2008.12.006 GOOGLE SCHOLAR