Exchange volatility and export performance in Egypt : new insights from wavelet decomposition and optimal GARCH model
Jamal Bouoiyour and Refk Selmi
| Year of publication: |
2015
|
|---|---|
| Authors: | Bouoiyour, Jamal ; Selmi, Refk |
| Published in: |
The journal of international trade & economic development. - London : Routledge, ISSN 0963-8199, ZDB-ID 913003-2. - Vol. 24.2015, 1/2, p. 201-227
|
| Subject: | exports | real exchange rate | time-series analysis | Volatilität | Volatility | Ägypten | Egypt | Export | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model |
| 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/10011343487