Exchange volatility and export performance in Egypt: New insights from wavelet decomposition and optimal GARCH model
Author:
Publisher
Informa UK Limited
Subject
Aerospace Engineering,Development,Geography, Planning and Development
Link
http://www.tandfonline.com/doi/pdf/10.1080/09638199.2014.889740
Reference51 articles.
1. The influence of exchange rate variability on UK exports
2. The European Single Currency and MENA's Exports to Europe
3. Modeling and Forecasting Realized Volatility
4. Conditional Exchange-Rate Volatility and the Volume of Foreign Trade: Evidence from Seven Industrialized Countries
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Forecasting volatility in the stock market data using GARCH, EGARCH, and GJR models;Handbook of Hydroinformatics;2023
2. Exchange rate fluctuations, volatility and exports: The intensive margin effect for Turkish firms*;The Journal of International Trade & Economic Development;2021-10-12
3. Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets: The case of Borsa İstanbul;Borsa Istanbul Review;2021-06
4. Forecasting exchange rate using Variational Mode Decomposition and entropy theory;Physica A: Statistical Mechanics and its Applications;2018-11
5. A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis;The International Trade Journal;2016-06-17
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3