Exchange rate exposure revisited in Malaysia : a tale of two measures
Jaratin Lily, Imbarine Bujang, Abdul Aziz Karia, Mori Kogid
| Year of publication: |
December 2018
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|---|---|
| Authors: | Jaratin Lily ; Imbarine Bujang ; Abdul Aziz Karia ; Mori Kogid |
| Published in: |
Eurasian business review. - Cham : Springer International Publishing AG, ISSN 2147-4281, ZDB-ID 2646820-7. - Vol. 8.2018, 4, p. 409-435
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| Subject: | Exchange rate exposure puzzle | Orthogonalized market return | Real exchange rate | GARCH | Malaysia | Kaufkraftparität | Purchasing power parity | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40821-017-0099-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011925013