Browsing School of Management (SoM) by Subject "GARCH modelling"

Browsing School of Management (SoM) by Subject "GARCH modelling"

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  • Alexiou, Constantinos; Vogiazas, Sofoklis; Kane, Colston (University of Belgrade, 2023-05-22)
    This paper explores the effect of U.S. domestic politics on the behaviour of international currency markets. Specifically, for the first time in the literature, we gauge the impact of a divided government on the exchange ...

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