Models for forecasting exchange rate volatility: a comparison between developed and emerging countries
Year of publication: |
2014-07-26
|
---|---|
Authors: | Griebeler, Marcelo |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 34.2014, 3, p. 1618-1630
|
Publisher: |
AccessEcon |
Subject: | Exchange Rate | Volatility | Nonlinear GARCH models |
-
Ajibola, Isaiah O., (2020)
-
A Comparative Analysis of ASEAN Currencies Using a Copula Approach and a Dynamic Copula Approach
Chaiboonsri, Chukiat, (2012)
-
Bond risk premia, macroeconomic fundamentals and the exchange rate
Pericoli, Marcello, (2012)
- More ...
-
On the existence of loss function for some useful classes of central bankers
Griebeler, Marcelo de Carvalho, (2015)
-
"But everybody's doing it!" : a model of peer effects on student cheating
Griebeler, Marcelo de Carvalho, (2019)
-
Friendship an in-class academic dishonesty
Griebeler, Marcelo de Carvalho, (2017)
- More ...