Conditional volatility persistence and volatility spillovers in the foreign exchange market
2021 ◽
Vol 55
◽
pp. 101312
Keyword(s):
2013 ◽
Vol 29
(5)
◽
pp. 1529
◽
2020 ◽
Vol 1
(1)
◽
pp. 1
Keyword(s):
2009 ◽
Vol 94
(2)
◽
pp. 192-213
◽
2020 ◽
Vol 22
(4)
◽
pp. 488
Keyword(s):
2013 ◽
Vol 81
(2)
◽
pp. 260-274
◽
Keyword(s):