Exchange rate and interest rate exposure of UK industries using first-order autoregressive exponential GARCH-in-mean (EGARCH-M) approach
by Mojisola Olugbode; Ahmed El-Masry and John Pointon
| 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 |
| 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/10010420062