Comparing Exchange Market Pressure across Five African Countries-Reference-Cited by-同舟云学术

Comparing Exchange Market Pressure across Five African Countries

Published:2008-06-03 Issue:5 Volume:20 Page:645-682
ISSN:0923-7992
Container-title:Open Economies Review
language:en
Short-container-title:Open Econ Rev

Author:

Braga de Macedo Jorge,Pereira Luis Brites,Reis Afonso M.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Link

http://link.springer.com/content/pdf/10.1007/s11079-008-9087-3.pdf

Reference46 articles.

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2. Bertoli S, Gallo GM, Ricchiuti G (2006) Exchange market pressure: Some caveats in empirical applications. Working Paper 2006/17. Department of Statistics, University of Florence, Italy

3. Black F (1976) Studies in stock price volatility changes. Proceedings of the 1976 Meeting of the Business and Economic Statistics Section. American Statistical Association, pp 177–181

4. Bollerslev T (1986) Generalized autoregressive conditional heteroscedasticity. J Econom 31:307–27

5. Bollerslev T, Wooldridge J (1992) Quasi-maximum likelihood estimation and inference in dynamic models with time varying covariances. Econom Rev 11:143–172

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