Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model
Ebru Çağlayan-Akay, Nursefa Ergin
| Year of publication: |
January 2017
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| Authors: | Çağlayan Akay, Ebru ; Ergin, Nursefa |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 1, p. 9-18
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| Subject: | Purchasing Power Parity | Volatility | Panel Unit Root | Panel GARCH | Kaufkraftparität | Purchasing power parity | Volatilität | ARCH-Modell | ARCH model | Panel | Panel study | Wechselkurs | Exchange rate | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Welt | World |
| 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://ebvufind01.dmz1.zbw.eu/10011718663