Similar Search Results

Some stylised facts about the exchange rate behaviour of Central European currencies

Vejmělek, Jan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 24 (2016) 2, pp. 3-17

Persistent link: https://www.econbiz.de/10011537495

Financial dollarization and exchange rate volatility in Ghana

Tweneboah, George - In: Ghanaian journal of economics : GJE ; a journal of the … 3 (2015), pp. 28-44

Persistent link: https://www.econbiz.de/10011496880

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

Oil price volatility and US dollar exchange rate volatility of some oil-dependent economies

Donkor, Richard Agyabeng; Mensah, Lord; … - In: Journal of international trade & economic development : … 31 (2022) 4, pp. 581-597

Persistent link: https://www.econbiz.de/10013371168

A Bayesian semiparametric analysis of ARCH models

Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000

Persistent link: https://www.econbiz.de/10001497195

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

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

Long memory property and central bank intervention during the currency crisis in the daily Korean won-US dollar exchange rates

Han, Young Wook - In: The journal of the Korean economy 4 (2003) 1, pp. 93-116

Persistent link: https://www.econbiz.de/10009763045

Testing for long memory in volatility in the Indian Forex market

Kumar, Anoop S. - In: Economic annals 59 (2014) 203, pp. 75-90

Persistent link: https://www.econbiz.de/10010510863

Modelling volatility asymmetries : a Bayesian analysis of a class of tree structured multivariate GARCH models

Dellaportas, P.; Vrontos, I. D. - In: The econometrics journal 10 (2007) 3, pp. 503-520

Persistent link: https://www.econbiz.de/10003637597