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Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman - In: International journal of economics and financial issues … 11 (2021) 2, pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
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Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar
Ayala, Astrid; Blazsek, Szabolcs - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 1, pp. 65-92
In this paper we introduce new Dynamic Conditional Score (DCS) models for the Skew-Gen-t (Skewed Generalized t) and NIG (Normal-Inverse Gaussian) distributions as alternatives to the recent DCS models for the Student’s-t and EGB2 (Exponential Generalized Beta of the second kind) distributions,...
Persistent link: https://www.econbiz.de/10012033379
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Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies
Azar, Samih Antoine - In: International journal of economics and financial issues … 3 (2013) 3, pp. 723-733
Persistent link: https://www.econbiz.de/10010519398
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Co-movements in volatility of dependency between US dollar and euro : analysing by conditional heteroscedasticity models
Jamel, Lamia; Mansour, Sihem - In: International journal of management & enterprise … 18 (2019) 1/2, pp. 1-19
Persistent link: https://www.econbiz.de/10012116976
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Dollarization : asymmetry and breaks
Raheem, Ibrahim Dolapo - In: International review of applied economics 32 (2018) 5, pp. 697-710
Persistent link: https://www.econbiz.de/10011955797
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Common trends and common cycles in oil price and real exchange rate
Basnet, Hem C.; Vatsa, Puneet; Sharma, Subhash Chandra - In: Global economy journal : GEJ 14 (2014) 2, pp. 249-263
Persistent link: https://www.econbiz.de/10010384386
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Measuring intervention effects on multiple time series subjected to linear restrictions : a banking example
Guerrero, Víctor M. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 489-497
Persistent link: https://www.econbiz.de/10001251796
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Forecasting cash holding with cash deposit using time series approaches
Kobpongkit Navapan; Liu, Jianxu; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 501-510). 2017
Persistent link: https://www.econbiz.de/10011801810
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Quadruple wavelet coherence and pairwise cointegration : comparative time-frequency analysis of bank deposit rate
Kirik, Alper; Oygur, Tunc; Erzurumlu, Yaman - In: Journal of economic studies 50 (2023) 2, pp. 147-172
Persistent link: https://www.econbiz.de/10014226465