THE IMPACT OF THE TRADE-WAR BETWEEN THE USA AND CHINA ON THE VOLATILITY OF THE CHINESE YUAN AN ANALYSIS CONDUCTED USING THE GARCH (1, 1) MODEL
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility in the foreign exchange market. The study uses only estimatesfrom a symmetric GARCH model, namely GARCH (1, 1) forCNY/USD exchange-rate. The dataset is obtained from “Investing.com” a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Journal of Smart Economic Growth
2019-10-01
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| Series: | Journal of Smart Economic Growth |
| Online Access: | https://jseg.ro/index.php/jseg/article/view/79 |