A panel-regressions investigation of exchange rate volatility
Year of publication: |
2014
|
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Authors: | Grossmann, Axel ; Orlov, Alexei G. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 19.2014, 4, p. 303-326
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Subject: | exchange rate volatility | spectral analysis | high-frequency components of volatility | macroeconomic and policy variables | panel estimation | Volatilität | Volatility | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Panel | Panel study |
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