Modeling foreign exchange rate pass-through using the exponential GARCH
Year of publication: |
2014
|
---|---|
Authors: | Lai, Baoying ; Joseph, Nathan Lael |
Published in: |
Analytical approaches to strategic decision-making : interdisciplinary considerations. - Hershey, Pa. : Business Science Reference, ISBN 978-1-4666-5958-2. - 2014, p. 139-190
|
Subject: | Exchange Rate Pass-Through | Exchange rate pass-through | Export | Außenhandelssektor | Foreign trade sector | ARCH-Modell | ARCH model | Kointegration | Cointegration | Großbritannien | United Kingdom |
-
Pricing-to-market and the volatility of UK export prices
Lai, Baoying, (2010)
-
De Arcangelis, Giuseppe, (1997)
-
Assessing estimates of the exchange rate pass-through
Wolden Bache, Ida, (2007)
- More ...
-
Pricing-to-market and the volatility of UK export prices
Lai, Baoying, (2010)
-
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael, (2021)
-
Pricing-to-market and the volatility of UK export prices
Lai, Baoying, (2010)
- More ...