Asymmetric mean reversion and volatility in African real exchange rates
Saint Kuttu
| Year of publication: |
2018
|
|---|---|
| Authors: | Kuttu, Saint |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 42.2018, 3, p. 575-590
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| Subject: | Real exchange rates | Asymmetric mean reversion | Two-factor model | GJR-GARCH | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility | Mean Reversion | Mean reversion | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-017-9412-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012031091