On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries
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- A. Adenekan & G. Sanni & A. Itodo, 2019. "Investigating the Impact of Exchange Rate Volatility on Naira Exchange Rate in Nigeria," Economic and Financial Review, Central Bank of Nigeria, vol. 57(3), September.
- Idoko Ahmed Itodo & Ojonugwa Usman & Michael Maju Abu, 2017. "The Asymmetric Effect in the Volatility of the South African Rand," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(3), pages 47-53, September.
- Balli, Hatice Ozer & Tsui, Wai Hong Kan & Balli, Faruk, 2019. "Modelling the volatility of international visitor arrivals to New Zealand," Journal of Air Transport Management, Elsevier, vol. 75(C), pages 204-214.
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More about this item
Keywords
asymmetry; European Union; exchange rate volatility; TARCH models;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-03-01 (Central Banking)
- NEP-CWA-2008-03-01 (Central and Western Asia)
- NEP-IFN-2008-03-01 (International Finance)
- NEP-OPM-2008-03-01 (Open Economy Macroeconomics)
- NEP-TRA-2008-03-01 (Transition Economics)
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