The Euro and European financial market dependence

2007/02/02 by Söhnke M. Bartram, Stephen J. Taylor, Yaw‐Huei Wang +1 · 1 citation
Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact

paper · doi:10.1016/j.jbankfin.2006.07.014

openalex publication_date 2007/02/02 · crossref created 2007/02/02 · crossref issued 2007/05/01 · crossref published 2007/05/01 · crossref published-print 2007/05/01 · crossref deposited 2019/04/23 · openalex created_date 2025/10/10 · crossref indexed 2026/03/07 · openalex updated_date 2026/07/28

Citations

• Copula Methods in Finance
• Dynamic Conditional Correlation
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
• Market Integration and Contagion
• The impact of the introduction of the Euro on foreign exchange rate risk exposures

Cited by

• Euro [wikipedia]