Publication Type

Working Paper

Publication Date

2004

Abstract

game is determined by the distribution of players’ cooperative tendency. Cooperative

Keywords

Exchange rate, interest rate, bivariate VAR-GARCH model, causation in volatilities

Discipline

Asian Studies | Finance | International Economics

Research Areas

Macroeconomics

Creative Commons License

Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.

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