Long run trends, business cycle components and volatility spillovers in daily exchange rates
Subtitle: evidence for G7 exchange rates
By: Angela J. Black and David G. McMillan.
Contributors: McMillan, David G.; University of St Andrews. Department of Economics.
Series: Discussion paper / University of St. Andrews, Department of Economics -- no.0010; Discussion paper (University of St. Andrews. Department of Economics) -- no.0010.
Publisher: St. Salvator's College
Published: 2000
Place of publication: St. Andrews
Language: eng
Number of pages: 28
Notes: Includes bibliographical references.