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The euro introduction and noneuro currencies

Published:2010-12-03 Issue:1-2 Volume:21 Page:95-116
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Dijk Dick van¹,Munandar Haris²,Hafner Christian M.³

Affiliation:

1. a Econometric Institute, Erasmus University Rotterdam , PO Box 1738, NL-3000 DR Rotterdam, The Netherlands

2. b Central Bank of Indonesia and University of Indonesia , Jl. M.H. Thamrin No. 2, Jakarta 10350, Indonesia

3. c Institute of Statistics, Catholic University of Louvain , Voie du Roman Pays 20, B-1348 Louvain- la-Neuve, Belgium

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603107.2011.523197

Reference64 articles.

1. Oil prices and exchange rates: Norwegian evidence

2. Tests for Parameter Instability and Structural Change With Unknown Change Point

3. Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

4. Volatility Spillover Effects in European Equity Markets

5. Estimating and Testing Linear Models with Multiple Structural Changes

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