05-044/4 - The Euro Introduction and Non-Euro Currencies

• Authors
  Dick van Dijk, Faculty of Economics, Erasmus Universiteit Rotterdam; Haris Munandar, Faculty of Economics, Erasmus Universiteit Rotterdam; Christian M. Hafner, Faculty of Economics, Erasmus Universiteit Rotterdam
• Publication date
  May 12, 2005

• Keywords
  Exchange rates; multivariate GARCH; dynamic conditional correlation; structural breaks
• JEL
  C32; F31; F36; G15