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Modelling asymmetric exchange rate dependence
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Patton, Andrew J. (2004) Modelling asymmetric exchange rate dependence. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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Subjects: | H Social Sciences > HJ Public Finance | ||||
Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School |
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Library of Congress Subject Headings (LCSH): | Dollar, American, Mark, German, Yen, Japanese, Foreign exchange rates -- Mathematical models, Copulas (Mathematical statistics), Information asymmetry | ||||
Series Name: | Working papers (Warwick Business School. Financial Econometrics Research Centre) | ||||
Publisher: | Warwick Business School, Financial Econometrics Research Centre | ||||
Place of Publication: | Coventry | ||||
Official Date: | 11 June 2004 | ||||
Dates: |
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Number: | No.04- | ||||
Number of Pages: | 40 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Description: | First version, 29 December 2000; this version 11 June 2004 |
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Funder: | University of California, San Diego |
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