Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach
Mohini Gupta, Sakshi Varshney
| Year of publication: |
2022
|
|---|---|
| Authors: | Gupta, Mohini ; Varshney, Sakshi |
| Subject: | Export | Trade | Time series ARDL | EGARCH | Commodity | India | Wechselkurs | Exchange rate | Indien | Volatilität | Volatility | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Schätzung | Estimation | Lag-Modell | Lag model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2022.90661 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013531083