The analysis of real exchange rate volatility and stock exchange return with PANEL-GARCH approach (case study: D8 countries)
Behnam Najafzadeh, Mohammadreza Monjazeb, Siab Mamipour
| Year of publication: |
2016
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|---|---|
| Authors: | Najafzadeh, Behnam ; Monjazeb, Mohammadreza ; Mamipour, Siab |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 20.2016, 4, p. 525-550
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| Subject: | Stock Returns | Exchange Rate Volatility | D8 Countries | PANEL- GARCH Model | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Kaufkraftparität | Purchasing power parity | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| 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/10011589453