Volatility transmission between exchange rate and interest rate in the G7 countries
Year of publication: |
2011
|
---|---|
Authors: | Kao, Chiu-fen ; Shyu, David ; Chen, Ming-chi |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 10.2011, 1, p. 87-95
|
Subject: | Wechselkurs | Exchange rate | Zins | Interest rate | Volatilität | Volatility | ARCH-Modell | ARCH model | G7-Staaten | G7 countries | 1978-2009 |
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