An empirical examination of asymmetry on exchange rate spread using the quantile autoregressive distributed lag (QARDL) model
Year of publication: |
2023
|
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Authors: | Sahin, Goktug ; Şahin, Afşin |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 16.2023, 1, Art.-No. 38, p. 1-25
|
Subject: | QARDL | bid-ask spread | foreign exchange rate | Wechselkurs | Exchange rate | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Kointegration | Cointegration |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm16010038 [DOI] hdl:10419/275134 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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