The role of exchange rate fluctuations in the volatility and correlations in emerging markets

MaRDI QIDQ5377749zbMATH OpenFDO

Authors

Publication date 27 May 2019

Full work available at URL http://ijims.ms.tku.edu.tw/IJIMS/download.php?filename=661_4d501424.pdf&dir=recruit&title=Abstract

zbMATH Keywords

exchange rateGARCHLACsstock indexTEs

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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• EMU and the stability and volatility of foreign exchange: some empirical evidence
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