Open AccessExchange Rates Dependence: What Drives It?
Author(s) -
Sigríður Benediktsdóttir,
Chiara Scotti
Publication year - 2009
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2009.969
Subject(s) - copula (linguistics) , econometrics , recession , exchange rate , liberian dollar , economics , conditional dependence , joint probability distribution , statistics , monetary economics , mathematics , finance , keynesian economics