A panel-regressions investigation of exchange rate volatility

International Journal of Finance and Economics

Volumn 19, Issue 4, 2014, Pages 303-326

  Grossmann, Axel ^a   Orlov, Alexei G ^b  

^a GEORGIA SOUTHERN UNIVERSITY   (United States)

^b RADFORD UNIVERSITY   (United States)

Author keywords

Exchange rate volatility; High frequency components of volatility; Macroeconomic and policy variables; Panel estimation; Spectral analysis

Indexed keywords

CURRENCY; ECONOMIC DEVELOPMENT; ECONOMIC POLICY; EXCHANGE RATE; MACROECONOMICS; PANEL DATA; REGRESSION ANALYSIS; SPECTRAL ANALYSIS;

EID: 84939258127     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.1497     Document Type: Article

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