Showing 1 - 10 of 11,556
Persistent link: https://www.econbiz.de/10012205603
evaluates the performance of the models. The probit model with the industrial production index and the realized volatility as …
Persistent link: https://www.econbiz.de/10011312197
Persistent link: https://www.econbiz.de/10011780227
volatility, especially in the past decade. Nevertheless, dollarised countries benefit from higher levels of investment and trade …
Persistent link: https://www.econbiz.de/10014422437
Persistent link: https://www.econbiz.de/10015071191
Persistent link: https://www.econbiz.de/10011381859
Persistent link: https://www.econbiz.de/10011561543
This paper examines the determinants of the South African rand/US dollar (ZAR/USD) exchange rate based on demand and supply analysis. Applying the EGARCH method, the paper finds that the ZAR/USD exchange rate is positively associated with the South African government bond yield, US real GDP, the...
Persistent link: https://www.econbiz.de/10011450559
Persistent link: https://www.econbiz.de/10014253380
Persistent link: https://www.econbiz.de/10013393482