Episodic nonlinearity in leading global currencies
Year of publication: |
2012
|
---|---|
Authors: | Serletis, Apostolos ; Malliaris, Anastasios G. ; Hinich, Melvin J. ; Gkonkas, Periklēs |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 23.2012, 2, p. 337-357
|
Subject: | Global financial markets | Currencies | Episodic nonlinearity | Conditional heteroskedasticity | Welt | World | Internationaler Finanzmarkt | International financial market | Nichtlineare Regression | Nonlinear regression | Heteroskedastizität | Heteroscedasticity | Internationales Währungssystem | International monetary system | Wechselkurs | Exchange rate | Reservewährung | Reserve currency | Finanzmarkt | Financial market |
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