Co-movements in volatility of dependency between US dollar and euro : analysing by conditional heteroscedasticity models
Lamia Jamel, Sihem Mansour
| Year of publication: |
2019
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|---|---|
| Authors: | Jamel, Lamia ; Mansour, Sihem |
| Published in: |
International journal of management & enterprise development : IJMED. - Olney, Bucks. : Inderscience, ISSN 1468-4330, ZDB-ID 2141643-6. - Vol. 18.2019, 1/2, p. 1-19
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| Subject: | US dollar | euro | volatility | exchange rate | conditional heteroscedasticity models | Wechselkurs | Exchange rate | Volatilität | Volatility | US-Dollar | ARCH-Modell | ARCH model | Euro | Heteroskedastizität | Heteroscedasticity | EU-Staaten | EU countries | Theorie | Theory | Währungssubstitution | Currency substitution | Eurozone | Euro area |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMED.2019.097798 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116976