Time varying nature of causality between exchange rate and uncertainties
Uğur Akkoç
| Year of publication: |
2020
|
|---|---|
| Authors: | Akkoç, Uğur |
| Published in: |
Dynamic optics in economics : quantitative, experimental and econometric analyses. - Berlin : Peter Lang, ISBN 978-3-631-83191-5. - 2020, p. 45-59
|
| Subject: | time-varying parameter causality test | exchange rate | uncertainties | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis | Risiko | Risk | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Schätzung | Estimation | Theorie | Theory | Zustandsraummodell | State space model |
| 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/10012888470