Latief, Rashid; Lefen, Lin - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-22
(IFS) (a database developed by the International Monetary Fund), and World Development Indicators (WDI) (a database … developed by the World Bank). We applied Generalized Autoregressive Conditional Heteroscedasticity (GARCH) (1,1) and threshold … negatively in OBOR-related countries, which correlates with the economic theory arguing that exchange rate volatility may hurt …