Title

Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2014

Issue

No 1

Authors

Doman, Małgorzata ; Doman, Ryszard

Keywords

exchange rates ; FOREX ; linkages ; copula ; Markov regimeswitching ; Spearman’s rho ; volatility ; tail dependence ; crisis

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

33-56

Publisher

Oddział PAN w Łodzi

Date

31.03.2014

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2014.119229 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2014; No 1; 33-56