Exchange rate and interest rate exposure of UK industries using first-order autoregressive exponential GARCH-in-mean (EGARCH-M) approach
Year of publication: |
2014
|
---|---|
Authors: | Olugbode, Mojisola ; El-Masry, Ahmed M. ; Pointon, John |
Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 82.2014, 4, p. 409-464
|
Subject: | Zins | Interest rate | Wechselkurs | Exchange rate | Theorie | Theory | ARCH-Modell | ARCH model |
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