A note on the asymmetry and persistency of shocks in Malaysian exchange rate volatility
Fardous Alom
| Year of publication: |
December 2016
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|---|---|
| Authors: | Alom, Fardous |
| Published in: |
Malaysian journal of economic studies. - Kuala Lumpur : [Verlag nicht ermittelbar], ISSN 1511-4554, ZDB-ID 1148789-6. - Vol. 53.2016, 2, p. 227-238
|
| Subject: | Asymmetry | exchange rate | Malaysia | persistency | volatility | Wechselkurs | Exchange rate | Volatilität | Volatility | Schock | Shock | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Wechselkurspolitik | Exchange rate policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011672414