Similar Search Results

Do flexible exchange rates facilitate external adjustment? : a dynamic approach with time-varying and asymmetric volatility

Habimana, Olivier - In: International economics and economic policy : IEEP 14 (2017) 4, pp. 625-642

Persistent link: https://www.econbiz.de/10011878117

Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems

Wilfling, Bernd - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013432291

Dynamics of volatility spillovers with structural breaks in Indian foreign exchange market

Kashyap, Suresh; Kashyap, Sachin - In: International journal of business innovation and … 22 (2020) 4, pp. 488-505

Persistent link: https://www.econbiz.de/10012270943

Forecasting exchange rate volatility : GARCH models versus implied volatility forecasts

Pilbeam, Keith; Langeland, Kjell Noralf - In: International economics and economic policy : IEEP 12 (2015) 1, pp. 127-142

Persistent link: https://www.econbiz.de/10011375830

Modelling volatility of the exchange rate of the Naira to major currencies

David, Reuben O.; Dikko, Hussaini G.; Gulumbe, Shehu U. - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-29

-a-vis four other currencies. The impact of exogenous variables in modelling volatility is considered using both the GARCH (1 … indicate that the majority of the parameters are significant and that volatility is quite persistent. Furthermore, the results …

Persistent link: https://www.econbiz.de/10011661515