Dynamic spillover effects of macroeconomic risks on foreign exchange markets in emerging countries
Arifenur Güngör, Mahmut Sami Güngör
| Year of publication: |
2020
|
|---|---|
| Authors: | Güngör, Arifenur ; Güngör, Mahmut Sami |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 19.2020, 7, p. 683-692
|
| Subject: | Exchange Rates | DCC-GARCH Model | Time-Varying Correlations | Macroeconomic Risks | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Korrelation | Correlation | Schock | Shock | Risikoprämie | Risk premium |
| 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/10012596724