MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Patton, AJ

Published Date

  • May 2006

Published In

Volume / Issue

  • 47 / 2

Start / End Page

  • 527 - 556

Electronic International Standard Serial Number (EISSN)

  • 1468-2354

International Standard Serial Number (ISSN)

  • 0020-6598

Digital Object Identifier (DOI)

  • 10.1111/j.1468-2354.2006.00387.x