Asymmetric mean reversion and volatility in African real exchange rates
Year of publication: |
2018
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Authors: | Kuttu, Saint |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 42.2018, 3, p. 575-590
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Subject: | Real exchange rates | Asymmetric mean reversion | Two-factor model | GJR-GARCH | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility | Mean Reversion | Mean reversion | Wechselkurs | Exchange rate | Schätzung | Estimation |
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