The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series
Chitrakalpa Sen; Gagari Chakrabarti
| Year of publication: |
2014
|
|---|---|
| Authors: | Sen, Chitrakalpa ; Chakrabarti, Gagari |
| Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 41.2014, 4, p. 399-410
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| Subject: | Foreign exchange volatility | Central bank intervention | Multivariate GARCH | Chaos | Wechselkurs | Exchange rate | Wechselkurspolitik | Exchange rate policy | Volatilität | Volatility | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Chaostheorie | Chaos theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Welt | World |
| 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/10010483861