Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies
Samih Antoine Azar
| 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 | Schock | Shock | US-Dollar | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | Wechselkurs | Exchange rate | Währungssubstitution | Currency substitution | Schätzung | Estimation | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519398