Do flexible exchange rates facilitate external adjustment? : a dynamic approach with time-varying and asymmetric volatility
Year of publication: |
October 2017
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Authors: | Habimana, Olivier |
Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 14.2017, 4, p. 625-642
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Subject: | Arellano-Bond estimator | Current account adjustment | Exchange rate volatility | Flexible exchange rates | GARCH | Leverage effect | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Außenwirtschaftliches Gleichgewicht | External balance | Leistungsbilanz | Current account | Flexibler Wechselkurs | Flexible exchange rate |
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