Assessing the exchange rate volatility as an external shock to Chinese economy
Mohammad Naim Azimi
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Azimi, Mohammad Naim |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 8.2016, 5, p. 277-285
|
| Subject: | external shock | ARCH model | GARCH model | exchange rate | WPI | heteroskedasticity | Wechselkurs | Exchange rate | ARCH-Modell | Schock | Shock | Volatilität | Volatility | Theorie | Theory | China | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v8n5p277 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011487622