Sign asymmetry and exchange rate market volatility : empirical evidence from two developing countries
Kwame Osei-Assibey
| Year of publication: |
2014
|
|---|---|
| Authors: | Osei-Assibey, Kwame |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 7.2014, 2, p. 107-121
|
| Subject: | asymmetry in volatility | feedback effects | EGARCH | exponential generalised ARCH | VAR | vector auto regression | flexible exchange rates | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Entwicklungsländer | Developing countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010531307