Multivariate GARCH modeling of exchange rate volatility transmission in the EMS.

Colm Kearney, Andrew Patton

Research output: Contribution to journal › Article › Research › peer-review

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@article{f16cc3558e934cd692f7daf276260e1a,

title = "Multivariate GARCH modeling of exchange rate volatility transmission in the EMS.",

author = "Colm Kearney and Andrew Patton",

year = "2000",

doi = "10.1111/j.1540-6288.2000.tb01405.x",

language = "English",

volume = "35",

pages = "29--48",

journal = "The Financial Review",

issn = "0732-8516",

publisher = "Wiley-Blackwell",

number = "1",

}