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Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets

Testing for intraday interdependence and volatility spillover among the euro, the pound and the... http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Research in International Business and Finance CrossRef

Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets

Kitamura, Yoshihiro
Research in International Business and Finance , Volume 24 (2): 158-171 – Jun 1, 2010
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Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets

Kitamura, Yoshihiro
Research in International Business and Finance , Volume 24 (2): 158-171 – Jun 1, 2010

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Publisher
CrossRef
ISSN
0275-5319
DOI
10.1016/j.ribaf.2009.11.002
Publisher site
See Article on Publisher Site

Abstract

Journal

Research in International Business and Finance – CrossRef

Published: Jun 1, 2010

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