@article{Nikkinen2006, title = {Implied volatility linkages among major European currencies}, author = {Jussi Nikkinen and Petri Sahlstr{\"o}m and Sami V{\"a}h{\"a}maa}, journal = {Journal of International Financial Markets, Institutions and Money}, month = {Apr}, number = {2}, pages = {87--103}, url = {http://www.sciencedirect.com/science/article/B6VGT-4GWC0WX-1/1/e63b0a33cf9ecabee40687710565109e}, volume = {16}, year = {2006}, biburl = {http://www.bibsonomy.org/bibtex/2bc4acefd09460de11d1ce229f7025a9a/smicha}, keywords = {Exchange rates } }