Investigating spillover effects between foreign exchange rate volatility and commodity price volatility in Uganda
Year of publication: |
2019
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Authors: | Katusiime, Lorna |
Published in: |
Economies : open access journal. - Basel : MDPI, ISSN 2227-7099, ZDB-ID 2704214-5. - Vol. 7.2019, 1/1, p. 1-17
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Subject: | volatility spillovers | commodity price volatility | exchange rate volatility | MGARCH | Volatilität | Volatility | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Rohstoffpreis | Commodity price | ARCH-Modell | ARCH model | Uganda |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/economies7010001 [DOI] hdl:10419/256934 [Handle] |
Classification: | F30 - International Finance. General ; G01 - Financial Crises ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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