Browsing Τμήμα Οικονομικών / Department of Economics by Subject "Exchange Rate Returns"
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Article
Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns
(1998)This paper analyzes exchange rate returns for five currencies (Danish krone, Dutch guilder, French franc, Swiss franc, and U.S. dollar). As in Caporale and Pittis (1994), and unlike most of the empirical literature on ...