Modeling exchange volatility in Egypt using GARCH models
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Cited by:
- Sayo Ayodeji, 2015. "Modeling Asymmetric Effect in African Currency Markets: Evidence from Kenya," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 4(3), pages 1-2.
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Keywords
Exchange volatility; GARCH model; Egypt.;All these keywords.
JEL classification:
- E0 - Macroeconomics and Monetary Economics - - General
- F14 - International Economics - - Trade - - - Empirical Studies of Trade
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