The Reserve Bank of Australia Intervention : Exchange Rate Volatility from FIGARCH Modelling
Year of publication: |
2003
|
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Authors: | Ajmi, Ahdi Noomen ; Ghorbel, Ahmed ; Trabelsi, Abdelwahed |
Publisher: |
[S.l.] : SSRN |
Subject: | Australien | Australia | Wechselkurs | Exchange rate | Wechselkurspolitik | Exchange rate policy | Volatilität | Volatility | Zentralbank | Central bank | US-Dollar | US dollar | Schätzung | Estimation | Geldpolitik | Monetary policy |
Extent: | 1 Online-Ressource (10 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 21, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.460120 [DOI] |
Classification: | E44 - Financial Markets and the Macroeconomy ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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