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Exchange rate volatility and the mixture of distribution hypothesis

Bibliographic reference Bauwens, Luc ; Rime, Dagfinn ; Sucarrat, Genaro. Exchange rate volatility and the mixture of distribution hypothesis. In: Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna, Vol. 30, no. 4, p. 889-911 (Janvier 2006)
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