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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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Monetary condition index with time varying weights : an application to Turkish data
Şıklar, İlyas; Dogan, Burhan - In: Business and Economic Research : BER 5 (2015) 1, pp. 117-132
Persistent link: https://www.econbiz.de/10011344437
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Nominal shocks and real exchange rates : evidence from two centuries
Craighead, William D.; Tien, Pao-lin - In: Journal of international money and finance 56 (2015), pp. 135-157
Persistent link: https://www.econbiz.de/10011477885
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The impact of monetary regime changes : some exchange rate evidence
Caporale, Tony - In: Journal of economic behavior & organization : JEBO 35 (1998) 1, pp. 85-94
Persistent link: https://www.econbiz.de/10001244066
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Money stock versus monetary base in time-frequency exchange rate determination
Funashima, Yoshito - In: Journal of international money and finance 104 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012395142
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Monetary shock and currency fluctuations : evidence from high frequency dataset
Maitra, Biswajit; Mukhopadhyay, C. K. - In: Journal of international economic review 8 (2015) 2, pp. 115-132
Persistent link: https://www.econbiz.de/10011584552
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Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks
Castle, Jennifer - 2019
Persistent link: https://www.econbiz.de/10012170952
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Stock prices, exchange rate and interest rate : evidence beyond symmetry
Ajaz, Taufeeq; Nain, Md Zulquar; Kamaiah, Bandi; … - In: Journal of financial economic policy 9 (2017) 1, pp. 2-19
Persistent link: https://www.econbiz.de/10011799747
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Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.; Otunuga, Olusegun Michael; Tang, Biyan - In: Finance research letters 52 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472115