Exchange rate shocks and trade : a multivariate GARCH-M approach
Kevin B. Grier; Aaron D. Smallwood
| Year of publication: |
2013
|
|---|---|
| Authors: | Grier, Kevin ; Smallwood, Aaron D. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 37.2013, p. 282-305
|
| Subject: | Real exchange rate uncertainty | Trade flows | Multivariate GARCH | Wechselkurs | Exchange rate | Kaufkraftparität | Purchasing power parity | ARCH-Modell | ARCH model | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | Schock | Shock | Multivariate Analyse | Multivariate analysis | Internationale Wirtschaft | International economy | Welt | World | Zeitreihenanalyse | Time series analysis | Währungsrisiko | Exchange rate risk |
| Extent: | graph. Darst. |
|---|---|
| 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/10010209078