Bidirectional nexus between inflation and inflation uncertainty in the Asian emerging markets : the GARCH-in-Mean approach
Dejan Živkov, Slavica Manić, Jasmina Durašković, Jelena Kovačević
| Year of publication: |
2019
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|---|---|
| Authors: | Živkov, Dejan ; Manić, Slavica ; Durašković, Jasmina ; Kovačević, Jelena |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 69.2019, 6, p. 580-599
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| Subject: | inflation | inflation uncertainty | innovative distributions | Asian emerging markets | Inflation | Asien | Asia | Schwellenländer | Emerging economies | Inflationserwartung | Inflation expectations | ARCH-Modell | ARCH model | Risiko | Risk |
| 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/10012303239