Bouoiyour, Jamal; Selmi, Refk - Volkswirtschaftliche Fakultät, … - 2013
This paper tries to revisit the interaction between exchange uncertainty and exports in the Tunisian case. By using various GARCH extensions (i.e. Standard GARCH, Integrated GARCH, Exponential GARCH and Weighted GARCH) we show that the effect of exchange returns on changes in exports depends on...