Understanding the common dynamics of the emerging market currencies
Meltem Gülenay Chadwick, Fatih Fazilet, Necati Tekatli
| Year of publication: |
September 2015
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|---|---|
| Authors: | Gülenay Chadwick, Meltem ; Fazilet, Fatih ; Tekatli, Necati |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 49.2015, p. 120-136
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| Subject: | Emerging market currencies | Dynamic factor model | Empirical exchange rate models | Nonlinear models | Factor-augmented vector autoregression | Schwellenländer | Emerging economies | Theorie | Theory | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Nichtlineare Regression | Nonlinear regression | VAR-Modell | VAR model | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.03.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011439504