| Original language | English |
|---|---|
| Pages (from-to) | 29-48 |
| Number of pages | 20 |
| Journal | The Financial Review |
| Volume | 35 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 2000 |
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Multivariate GARCH modeling of exchange rate volatility transmission in the EMS.
- Colm Kearney
- , Andrew Patton
Research output: Contribution to journal › Article › Research › peer-review