Narrow search
Showing 1 - 10 of 276,671
Cover Image
The Asia financial crises and exchange rates : had there been volatility shifts for Asian currencies?
Oga, Takashi; Polasek, Wolfgang - 2010
Persistent link: https://www.econbiz.de/10008661121
Cover Image
The Asia financial crises and exchange rates : had there been volatility shifts for Asian currencies?
Oga, Takashi; Polasek, Wolfgang - 2010
dynamics has changed at least once. -- Markov switching GARCH models ; Asian currency crisis 1997 ; volatility breaks …We analyse the volatility structure of Asian currencies against the U.S. dollar (USD) for the Thai Baht THB, the … volatility dynamics have changed in a K-state switching AR(1)-GARCH(1,1) model in the last decade 1995-2008 covering the Asian …
Persistent link: https://www.econbiz.de/10009733810
Cover Image
Exchange rate movements in emerging economies : global vs regional factors in Asia
Chiappini, Raphaël; Lahet, Delphine - In: China economic review : an international journal 60 (2020), pp. 1-29
Persistent link: https://www.econbiz.de/10012602413
Cover Image
The impact of yuan revaluation on the Asian region
Hoggarth, Glenn (contributor); Tong, Hui (contributor) - 2007
Persistent link: https://www.econbiz.de/10003505640
Cover Image
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H. - 1997
Persistent link: https://www.econbiz.de/10000959373
Cover Image
Una medida de volatilidad local en series temporales : teoría y aplicación al tipo de cambio peseta-marco
Bajo Rubio, Oscar - In: Hacienda pública española : review of public economics (1995), pp. 49-58
Persistent link: https://www.econbiz.de/10001220729
Cover Image
Safe haven currency and market uncertainty : yen, renminbi, dollar, and alternatives
Masujima, Yuki - 2017
Persistent link: https://www.econbiz.de/10012132186
Cover Image
Modelling exchange rate volatility dynamics : empirical evidence from South Africa
May, C.; Farrell, G. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 42 (2018) 3, pp. 71-113
Persistent link: https://www.econbiz.de/10012002174
Cover Image
The Swiss franc's honeymoon
Janssen, Alexandra; Studer, Rahel - 2017 - Revised version, January 2017
Starting from the stylized fact that the Swiss franc is a safe haven currency, this paper focuses on the determinants …
Persistent link: https://www.econbiz.de/10011590470
Cover Image
The Swiss franc's honeymoon
Studer-Suter, Rahel; Janssen, Alexandra - 2014
the Swiss franc since the inception of this lower bound. Being a prime example of a safe haven currency, the Swiss franc … appreciation pressure on the Swiss currency at the lower bound. We conclude that the Swiss franc lower bound helps stabilizing the … value of the Swiss currency. …
Persistent link: https://www.econbiz.de/10010402676