Sign asymmetry and exchange rate market volatility : empirical evidence from two developing countries
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 |
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