Modeling and forecasting exchange rate volatility: Comparison between EEC and developed countries
The main objective of this study is to test the hypothesis that exchange rates in emerging countries are more sensitive to negative shocks than positive ones, and that developed ones do not exhibit this same pattern, at least not with the same intensity. In order to measure the involved risk, symmet...
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| Format: | Article |
| Language: | English |
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Economics institute, Belgrade
2015-01-01
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| Series: | Industrija |
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| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/0350-0373/2015/0350-03731501007M.pdf |