What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- El Ouadghiri, Imane & Uctum, Remzi, 2016.
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More about this item
KeywordsExchange rate volatility; leverage effect; asymmetric volatility; GARCH; HYAPARCH;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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