U.S.-GERMANY YCC EXCHANGE PROGRAM
نویسندگان
چکیده
منابع مشابه
A multivariate GARCH-M model for exchange rates in the US, Germany and Japan
After the so-called Asia crisis in the summer of 1997 the nancial markets were shaken by increased volatility transmission around the world. Therefore, in this paper we will analyse the daily exchange rates in New York, Germany, and Japan for the period of 2 years (June 21, 1996 to June 22, 1998). We estimate a VAR-GARCH in mean model and estimate the multivariate volatility e ects between the ...
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ژورنال
عنوان ژورنال: Chemical & Engineering News Archive
سال: 2002
ISSN: 0009-2347,2157-4936
DOI: 10.1021/cen-v080n019.p048