Nessrine HAMZAOUİ,
Boutheina REGAİEG
Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach
Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach
International Journal of Economics and Financial Issues
2016-Cilt: 6 Sayı: 2
694-702
Forward premium anomaly,
DCC-MVGARCH,
conditional volatility,
Volatility Persistence.
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