Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Richard T. Baillie, Young Wook Han
| Year of publication: |
2019
|
|---|---|
| Authors: | Baillie, Richard ; Han, Young Wook |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 35.2019, 1, p. 183-203
|
| Subject: | The 1920s Exchange Markets | Long Memory Volatility | FIGARCH Model | Central Bank Intervention | Uncovered Interest Rate Parity (UIP) | Volatilität | Volatility | Zinsparität | Interest rate parity | Wechselkurspolitik | Exchange rate policy | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Großbritannien | United Kingdom | Deutschland | Germany | ARCH-Modell | ARCH model | Theorie | Theory |
| 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/10012217148