Exchange rate volatility and the time-varying effects of aggregate shocks
Year of publication: |
2013
|
---|---|
Authors: | Valcarcel, Victor J. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 32.2013, p. 822-843
|
Subject: | Wechselkurs | Exchange rate | Schock | Shock | Volatilität | Volatility | Theorie | Theory | ARCH-Modell | ARCH model |
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