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The inflation-output volatility tradeoff and exchange rate shocks in Mexico and Turkey

Mendoza Velázquez, Alfonso - In: Central Bank review / The Central Bank of the Republic … 3 (2003) 1, pp. 27-52

Persistent link: https://www.econbiz.de/10002173741

Effects of exchange rate, output gap, and output gap volatility on inflation volatility in Turkey

Özer, Mustafa; Grubišić, Zoran; Küçüksakarya, Sevilay - In: Journal of central banking theory and practice 12 (2023) 1, pp. 5-26

inflation volatility.Also, causality tests results indicate that changes in the exchangerate, output gap volatility, and output … gap will have permanent andtemporary causal effects on inflation volatility. The policymakersshould carefully consider … these results to implement appropriatepolicies to reduce inflation volatility. The finding that the shocks areof temporary …

Persistent link: https://www.econbiz.de/10014312187

Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets

Ben Omrane, Walid; Houidi, Fatma; Savaser, Tanseli - In: Applied economics 56 (2024) 38, pp. 4594-4610

Persistent link: https://www.econbiz.de/10014560361

Risk and the January effect

Sun, Qian; Tong, Wilson H. - In: Journal of banking & finance 34 (2010) 5, pp. 965-974

Persistent link: https://www.econbiz.de/10003971318

Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices

Koopman, Siem Jan; Ooms, Marius; Carnero, M. Angeles - 2005

Novel periodic extensions of dynamic long memory regression models with autoregressive conditional heteroskedastic errors are considered for the analysis of daily electricity spot prices. The parameters of the model with mean and variance specifications are estimated simultaneously by the method...

Persistent link: https://www.econbiz.de/10011346471