Please use this identifier to cite or link to this item: https://olympias.lib.uoi.gr/jspui/handle/123456789/11357
Full metadata record
DC FieldValueLanguage
dc.contributor.authorGiannellis, N.en
dc.contributor.authorPapadopoulos, A. P.en
dc.date.accessioned2015-11-24T17:05:39Z-
dc.date.available2015-11-24T17:05:39Z-
dc.identifier.issn0261-5606-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/11357-
dc.rightsDefault Licence-
dc.subjectexchange rate volatilityen
dc.subjectbivariate garchen
dc.subjectvolatility spilloveren
dc.titleWhat causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countriesen
heal.typejournalArticle-
heal.type.enJournal articleen
heal.type.elΆρθρο Περιοδικούel
heal.identifier.primaryDOI 10.1016/j.jimonfin.2010.07.002-
heal.identifier.secondary<Go to ISI>://000287282900003-
heal.identifier.secondaryhttp://ac.els-cdn.com/S0261560610000872/1-s2.0-S0261560610000872-main.pdf?_tid=e51b48fe4cf4f2d7e3e0fd73f628fee4&acdnat=1332929918_149fcec1ee35f00eac55c03ab61f05b1-
heal.languageen-
heal.accesscampus-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημώνel
heal.publicationDate2011-
heal.abstractWe allow for monetary, real, and financial variables to assess the relevant importance of each of the variables to exchange rate volatility in the case of selected EMU members and candidate countries. Ex-ante analysis shows that volatility in the Polish zloty/euro and the Hungarian forint/euro forex markets can be influenced by the monetary-side of the economy. On the other hand, ex-post analysis shows that forex markets in France, Italy and Spain had been influenced, during the pre-EMU era, by monetary and real shocks. However, the Irish pound exchange rate per ECU had been affected by only real shocks. (C) 2010 Elsevier Ltd. All rights reserved.en
heal.publisherElsevieren
heal.journalNameJournal of International Money and Financeen
heal.journalTypepeer reviewed-
heal.fullTextAvailabilityTRUE-
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά) - ΟΕ

Files in This Item:
File Description SizeFormat 
Giannellis-2011-What causes exchange.pdf232.27 kBAdobe PDFView/Open    Request a copy


This item is licensed under a Creative Commons License Creative Commons