Central bank intervention and exchange rate volatility in Pakistan : an analysis using GARCH-X model
Year of publication: |
2009
|
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Authors: | Shah, Muhammad Kashif Ali ; Hyder, Zulfiqar ; Pervaiz, Muhammad Khalid |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 16/18, p. 1497-1508
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Subject: | Wechselkurspolitik | Exchange rate policy | Wechselkurs | Exchange rate | Volatilität | Volatility | Pakistan | ARCH-Modell | ARCH model |
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