Amanote Research

Amanote Research

    RegisterSign In

Long Memory and Volatility Dynamics in the US Dollar Exchange Rate

Multinational Finance Journal
doi 10.17578/16-1/2-5
Full Text
Open PDF
Abstract

Available in full text

Date

June 1, 2012

Authors
Guglielmo Maria CaporaleLuis Gil-Alana
Publisher

Global Business Publications


Related search

The Volatility and Asymmetry of Won/Dollar Exchange Rate

Journal of Social Sciences
2008English

Exchange Rate Dynamics and US Dollar-Denominated Sovereign Bond Prices in Emerging Markets

ADB Economics Working Paper Series
2017English

Portfolio Flows and the US Dollar–yen Exchange Rate

Empirical Economics
StatisticsProbabilityEconomicsEconometricsMathematicsSocial Sciences
2016English

Long Memory in the R$ / US$ Exchange Rate: A Robust Analysis

Brazilian Review of Econometrics
2004English

Long Memory Persistence in the Factor of Implied Volatility Dynamics

SSRN Electronic Journal
2007English

Chartism and Exchange Rate Volatility

International Journal of Finance and Economics
AccountingEconomicsEconometricsFinance
2007English

Foreign Exchange Intervention and Exchange Rate Volatility in Peru

Applied Economics Letters
EconomicsEconometrics
2010English

Taylor Rules and the Deutschmark-Dollar Real Exchange Rate

Journal of Money, Credit and Banking
AccountingEconomicsEconometricsFinance
2006English

Dollar Intervention and the Deutschemark-Dollar Exchange Rate : A Daily Time-Series Model

Working paper (Federal Reserve Bank of Cleveland)
1984English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy