Previous versions of this paper were presented at the 1998 Forecasting Financial Markets conference in London, and the 1998 Multinational Finance Conference in Helsinki. The authors would like to thank Tony Hall. Elaine Hutson, Panayiotis Theodossiou, and two anonymous referees for useful comments and discussions. Remaining errors are the authors' responsibility.
Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System
Version of Record online: 9 MAR 2005
Volume 35, Issue 1, pages 29–48, February 2000
How to Cite
Kearney, C. and Patton, A. J. (2000), Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System. Financial Review, 35: 29–48. doi: 10.1111/j.1540-6288.2000.tb01405.x
- Issue online: 9 MAR 2005
- Version of Record online: 9 MAR 2005
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