C.G. Koedijk

The tail fatness of FX returns reconsidered

: Franz C. Palm, Faculty of Economics and Business Administration, Maastricht University, P.O. Box 616, 6200 MD Maastricht, The Netherlands. Telephone: +31-43-3883833; Fax: +31-43-3884874; e-mail: F.Palm @KE.unimaas.nl. Ronald Huisman is affiliated with Erasmus University, Rotterdam; Kees Koedijk is at Erasmus University, Rotterdam, and at Maastricht University; Clemens Kool and Franz Palm are both at Maastricht University. The authors would like to thank seminar participants at Maastricht University for their helpful comments. All remaining errors pertain to the authors.