Showing 1 - 10 of 136
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010518789
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010519820
Persistent link: https://www.econbiz.de/10010527146
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10013021756
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10013022780
Persistent link: https://www.econbiz.de/10011292486
The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...
Persistent link: https://www.econbiz.de/10010266058
The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...
Persistent link: https://www.econbiz.de/10010271098
The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...
Persistent link: https://www.econbiz.de/10010271575
This paper uses a VAR-GARCH(1,1) model to analyse mean and volatility spillovers between macro news (in the form of newspaper headlines) and the exchange rates vis-avis both the US dollar and the euro of the currencies of a group of emerging countries including the Czech Republic, Hungary,...
Persistent link: https://www.econbiz.de/10011441480