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Applied Economics Letters Volume 2, 1995 - Issue 10
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Original Articles

Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices

J. D. Byers Department of Economics, University of Wales, Dyfed SY23 3DB, Aberystwyth, Wales, UK
&
D. A. Peel Department of Economics, University of Wales, Dyfed SY23 3DB, Aberystwyth, Wales, UK
Pages 394-396 | Received 02 Jun 1995, Published online: 02 Nov 2006

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Read on this site (1)

David G. McMillan & Alan E. H. Speight. (2002) Non-linear dependence in inter-war exchange rates: some further evidence. Applied Economics Letters 9:6, pages 359-364.
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Articles from other publishers (6)

Beum-Jo Park. (2015) Psychological Factors and Dynamics of Asset Prices among Heterogeneous Agents. Korean Journal of Financial Engineering 14:4, pages 145-172.
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Beum-Jo Park. (2011) Asymmetric herding as a source of asymmetric return volatility. Journal of Banking & Finance 35:10, pages 2657-2665.
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Jianxin Wang & Minxian Yang. (2009) Asymmetric volatility in the foreign exchange markets. Journal of International Financial Markets, Institutions and Money 19:4, pages 597-615.
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Ioannis A. Venetis & David Peel. (2005) Non-linearity in stock index returns: the volatility and serial correlation relationship. Economic Modelling 22:1, pages 1-19.
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Bwo‐Nung Huang & Chin Wei Yang. (2002) Volatility of changes in G‐5 exchange rates and its market transmission mechanism. International Journal of Finance & Economics 7:1, pages 37-50.
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Jian-Xin Wang & Minxian Yang. (2006) Asymmetric Volatility in the Foreign Exchange Markets. SSRN Electronic Journal.
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