Bajo-Rubio, Oscar; Berke, Burcu; McMillan, David G. - In: Economics: The Open-Access, Open-Assessment E-Journal 14 (2020) 2020-5, pp. 1-23
negative figures. In this paper, the authors examine to which extent exchange rate volatility might account for the drop in the …, augmented to include several measures of exchange rate volatility, for the four largest economies of the eurozone, i.e., France … measures for exchange rate volatility, i.e., (i) the Standard deviation and (ii) the conditional variance from the GARCH …