Volatility spillover between the RBI's intervention and exchange rate
Year of publication: |
2014
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Authors: | Mondal, Linkon |
Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 11.2014, 4, p. 549-560
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Subject: | Exchange rate intervention | Bivariate GARCH model | Volatility spillover | Volatilität | Volatility | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Wechselkurspolitik | Exchange rate policy |
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