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This paper considers the long memory volatility property in the daily return data of six major Asian exchange rates of KRW, SGD and INR in terms of USD and JPY. The daily returns generally are found to exhibit the widespread long memory volatility property and the FIGARCH model appears to be...
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A careful basic theoretical and econometric analysis of the factors determining the real exchange rates of Canada, the … U.K., Japan, France and Germany with respect to the United States is conducted. The resulting conclusion is that real …
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ein umfassender Kriterienkatalog erarbeitet. Damit werden dann die Zentralbanken der Länder Deutschland, Schweiz, USA …, Italien, Großbritannien, Frankreich, Japan und Niederlande untersucht und die Interdependenzen zwischen dem …
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comparison is indeed striking—it juxtaposes the express, but limited, legal powers of HM Treasury to direct the Bank of England …
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