Macro news and exchange rates in the BRICS
Year of publication: |
February 2016
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Spagnolo, Fabio ; Spagnolo, Nicola |
Publisher: |
[Uxbridge] : Brunel University London, Department of Economics and Finance |
Subject: | BRICS | Exchange Rates | GARCH model | Macro news | Wechselkurs | Exchange rate | BRICS-Staaten | BRICS countries | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | ARCH-Modell | ARCH model |
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