Towards Decoding Currency Volatilities
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KeywordsExchange rate volatilities; volatility relationships; GARCH modelling;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-05-20 (All new papers)
- NEP-CBA-2006-05-20 (Central Banking)
- NEP-FMK-2006-05-20 (Financial Markets)
- NEP-IFN-2006-05-20 (International Finance)
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