Título:

Modeling Exchange Rate Dependence Dynamics at Different Time Horizons

Autores:

Alexandra Dias (U Warwick)
Paul Embrechts (ETH Zurich)

Revista:

Journal of International Money and Finance

Ano:

2010

Volume:

29

Páginas:

1687-1705

Códigos JEL:

F31 - Foreign Exchange
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G15 - International Financial Markets