Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Year of publication: |
2017
|
---|---|
Authors: | Tianqiong, Wang ; Yang, Shu ; Saddique, Shamila |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 2, p. 631-640
|
Subject: | Foreign Exchange Rate | Multivariate Regression | Macroeconomic Announcements | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
-
Mensi, Walid, (2014)
-
Improving GARCH volatility forecasts
Klaassen, Franc, (1998)
-
Structural breaks and GARCH models of exchange rate volatility : re-examination and extension
Hasanov, Akram Shavkatovich, (2024)
- More ...
-
The Belt and Road Initiative : any practice pursuing fast success is inappropriate
Yang, Shu, (2024)
-
What contributes to the government-citizen knowledge sharing : analysis of 293 cities in China
Sun, Huajun, (2023)
-
Kher, Romi, (2023)
- More ...