English, Article edition: Modelling Fiji-US exchange rate volatility Paresh Kumar Narayan; Seema Narayan; Arti Prasad

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/33640
Physical Description
  • article
Language
  • English

Edition details

Title
  • Modelling Fiji-US exchange rate volatility
Author
  • Paresh Kumar Narayan
  • Seema Narayan
  • Arti Prasad
Physical Description
  • article
Notes
  • In this article, we examine the Fiji-US exchange rate volatility using daily data for the period 2000 to 2006. Our modelling framework is based on the EGARCH model. We find robust evidence of conditional shocks having a positive effect on exchange rate volatility, shocks having asymmetric effects on exchange rate volatility and shocks having a transitory effect on exchange rate volatility.
  • RePEc:taf:apeclt:v:16:y:2009:i:8:p:831-834
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment