The nonlinear dynamic relationship of exchange rates : parametric and nonparametric causality testing
Stelios D. Bekiros; Cees G. H. Diks
| Year of publication: |
2008
|
|---|---|
| Authors: | Bekiros, Stelios D. ; Diks, Cees G. H. |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 30.2008, 4, p. 1641-1650
|
| Subject: | Wechselkurs | Exchange rate | Nichtparametrisches Verfahren | Nonparametric statistics | Kausalanalyse | Causality analysis | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Welt | World |
| 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/10003805647