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On currency substitution and money demand instability

Darrat, Ali F. - In: International review of economics & finance : IREF 5 (1996) 3, pp. 321-334

Persistent link: https://www.econbiz.de/10001214476

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

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

IGARCH models and structural breaks

Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Applied economics letters 10 (2003) 12, pp. 765-768

Persistent link: https://www.econbiz.de/10001819341

Equity, efficiency and evolutionary stability in bargaining games with joint production

Königstein, Manfred - 2000

Persistent link: https://www.econbiz.de/10001433269

Effect of offical dollarization on macroeconomic performance and money-price relationship in Ecador

Tas, Bedri Kamil Onur; Togay, Selahattin - 2009

money-price relationship in Ecuador. There are four main findings of this study. First, inflation is lower after official … through GARCH is lower during official dollarization. Finally, money supply is endogenous after official dollarization and … Ecuador and changed the money-price relationship in Ecuador. -- Official Dollarization ; Ecuador ; Inflation uncertainty …

Persistent link: https://www.econbiz.de/10003866780