Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand
Year of publication: |
2010
|
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Authors: | Duncan, Andrew Stuart |
Other Persons: | Liu, Dave (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Südafrika | South Africa | Volatilität | Volatility | Währungskrise | Currency crisis | Wechselkurs | Exchange rate | Strukturwandel | Structural change |
Extent: | 1 Online-Ressource (17 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: South African Journal of Economics, Vol. 77, No. 3, September 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 19, 2009 erstellt |
Classification: | F31 - Foreign Exchange ; C6 - Mathematical Methods and Programming ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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