Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model
Year of publication: |
January 2017
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Authors: | Çağlayan Akay, Ebru ; Ergin, Nursefa |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 1, p. 9-18
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Subject: | Purchasing Power Parity | Volatility | Panel Unit Root | Panel GARCH | Kaufkraftparität | Purchasing power parity | Volatilität | Panel | Panel study | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Wechselkurs | Exchange rate | Schätzung | Estimation |
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