Determinants of the Hungarian forint/ US dollar exchange rate
Applying the EGARCH model and using demand and supply analysis, this paper finds that the HUF/USD exchange rate (units of the Hungarian forint per U.S. dollar) is positively associated with the U.S. Treasury bill rate, U.S. real GDP, the U.S. stock index, the Hungarian inflation rate and the expecte...
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| Format: | Article |
| Language: | English |
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General Association of Economists from Romania
2016-03-01
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| Series: | Theoretical and Applied Economics |
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| Online Access: |
http://store.ectap.ro/articole/1168.pdf
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