Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies
Year of publication: |
2013
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Authors: | Azar, Samih Antoine |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 3.2013, 3, p. 723-733
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Subject: | US dollar | mean aversion | persistence of shocks | market efficiency | martingale | structural breaks | ARIMA | GARCH | US-Dollar | Schock | Shock | Wechselkurs | Exchange rate | Strukturbruch | Structural break | Währungssubstitution | Currency substitution | USA | United States | ARCH-Modell | ARCH model | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis |
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