Modeling foreign exchange rate pass-through using the exponential GARCH
Baoying Lai; Nathan Lael Joseph
| Year of publication: |
2014
|
|---|---|
| Authors: | Lai, Baoying ; Joseph, Nathan Lael |
| Published in: |
Analytical approaches to strategic decision-making : interdisciplinary considerations. - Hershey, Pa. : Business Science Reference, ISBN 978-1-4666-5958-2. - 2014, p. 139-190
|
| Subject: | Exchange Rate Pass-Through | Exchange rate pass-through | Export | Außenhandelssektor | Foreign trade sector | ARCH-Modell | ARCH model | Kointegration | Cointegration | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010339136