TY  - SER
AU  - Bodart, Vincent
AU  - Reding, Paul
TI  - Exchange rate regime, volatility and international correlations on bond and stock markets
T2  - Cahiers de recherche
U1  - 332.456094 
PY  - 1998///
CY  - Namur
PB  - Facultés Universitaires Notre-Dame de la Paix. Faculté des Sciences conomiques, Sociales et de Gestion
KW  - MERCADOS DE DIVISAS
KW  - TIPO DE CAMBIO
KW  - ANALISIS EMPIRICO
KW  - EUROPA
KW  - CAMBIO EXTERIOR
N1  - Incluye bibliografía
N2  - The paper investigates the potential effects of the exchange rate regime on the conditional volatilities and international correlations on bond and stock markets. The analysis is essentially empirical. It focuses on the recent experience of the EMS, and examines the behavior of domestic daily returns on bond and stock markets with the objective of identifying whether there exists significant differences in the patterns of volatilities and international correlations between ERM and non-ERM countries and across alternative episodes of ERM exchange rate variability
UR  - http://cms-content.bates.edu/prebuilt/bodart_&_reding.pdf
ER  -