| 000 | nab a22 a 4500 | ||
|---|---|---|---|
| 999 |
_c16303 _d16303 |
||
| 003 | arcduce | ||
| 005 | 20180710103040.0 | ||
| 007 | c| ||||||||||| | ||
| 008 | 091120s1998 be_||||| |||| 00| 0 eng d | ||
| 040 |
_aarcduce _carcduce |
||
| 082 | 0 | _a332.456094 | |
| 100 | _aBodart, Vincent | ||
| 245 | 1 | 0 |
_aExchange rate regime, volatility and international correlations on bond and stock markets / _cVincent Bodart, Paul Reding. _h[recurso electrónico] |
| 260 |
_aNamur : _bFacultés Universitaires Notre-Dame de la Paix. Faculté des Sciences conomiques, Sociales et de Gestion, _c1998 |
||
| 300 | _a1 recurso en línea (19 p.) | ||
| 490 | 0 |
_aCahiers de recherche ; _vno. 204 |
|
| 504 | _aIncluye bibliografía. | ||
| 520 | 3 | _aThe 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. | |
| 650 | _aMERCADOS DE DIVISAS | ||
| 650 | _aTIPO DE CAMBIO | ||
| 650 | _aANALISIS EMPIRICO | ||
| 651 | _aEUROPA | ||
| 653 | _aCAMBIO EXTERIOR | ||
| 700 | _aReding, Paul | ||
| 856 | 4 | _uhttp://cms-content.bates.edu/prebuilt/bodart_&_reding.pdf | |
| 942 |
_cANAR _2ddc |
||
| 945 |
_aBEA _c2018-07-10 corregido |
||