𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate

✍ Scribed by L.A. Gil-Alana

Book ID
116660794
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
166 KB
Volume
20
Category
Article
ISSN
0889-1583

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Intraday Volatility in Interest-Rate and
Intraday Volatility in Interest-Rate and Foreign-Exchange Markets: ARCH, Announcement, and Seasonality Effects
✍ Louis Ederington; Jae Ha Lee πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 284 KB πŸ‘ 1 views

## Abstract We explore the determinants of intraday volatility in interest‐rate and foreign‐exchange markets, focusing on the importance and interaction of three types of information in predicting intraday volatility: (a) knowledge of recent past volatilities (i.e., ARCH or Autoregressive Condition