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Persistent link: https://www.econbiz.de/10003413566
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...
Persistent link: https://www.econbiz.de/10003931070
Persistent link: https://www.econbiz.de/10003963286
Persistent link: https://www.econbiz.de/10009664453
This paper adopts a flexible framework to assess both short- and long-run business cycle linkages between six Latin American (LA) countries and the four largest economies in the world (namely the US, the Euro area, Japan and China) over the period 1980:I-2011:IV. The result indicate that within...
Persistent link: https://www.econbiz.de/10009666491
Persistent link: https://www.econbiz.de/10010257552
This paper adopts a flexible framework to assess both short- and long-run business cycle linkages between six Latin American (LA) countries and the four largest economies in the world (namely the US, the Euro area, Japan and China) over the period 1980:I-2011:IV. The result indicate that within...
Persistent link: https://www.econbiz.de/10009683383
Persistent link: https://www.econbiz.de/10003202926
Persistent link: https://www.econbiz.de/10002375332
Persistent link: https://www.econbiz.de/10003051978