Exchange volatility and export performance in Egypt : new insights from wavelet decomposition and optimal GARCH model
Year of publication: |
2015
|
---|---|
Authors: | Bouoiyour, Jamal ; Selmi, Refk |
Published in: |
The journal of international trade & economic development. - London : Routledge, ISSN 0963-8199, ZDB-ID 913003-2. - Vol. 24.2015, 1/2, p. 201-227
|
Subject: | exports | real exchange rate | time-series analysis | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Kaufkraftparität | Purchasing power parity | Ägypten | Egypt | Export | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Zustandsraummodell | State space model |
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