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Are Flexible Exchange Rate Regimes more Volatile? Panel GARCH Evidence for the G7 and Latin America. (2015). Sanin Vázquez, María Eugenia ; Cermeo, Rodolfo.
In: Review of Development Economics.
RePEc:bla:rdevec:v:19:y:2015:i:2:p:297-308.

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  2. Commonality in BRICS stock markets’ reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross sectional dependence. (2023). Mamman, Suleiman ; Iliyasu, Jamilu ; Wang, Zhanqin.
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  3. Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application. (2023). Asai, Manabu.
    In: Econometrics and Statistics.
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  4. Systematic variations in exchange rate returns. (2022). Chang, Yu-Chien ; Liu, De-Chih.
    In: International Review of Economics & Finance.
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  5. Revisiting the link between output growth and volatility: panel GARCH analysis. (2021). Stengos, Thanasis ; Deniz, Pinar ; Yazgan, Ege M.
    In: Empirical Economics.
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  6. On the neutrality of the exchange rate regime regarding real misalignments: Evidence from sub‐Saharan Africa. (2021). Owoundi, Ferdinand ; BIKAI, Jacques Landry.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:73:y:2021:i:3:p:327-345.

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  7. Is inflation targeting credible in Asia? A panel GARCH approach. (2018). Valera, Harold Glenn ; Holmes, Mark ; Hassan, Gazi ; Glenn, Harold.
    In: Empirical Economics.
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References

References cited by this document

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  2. Are Flexible Exchange Rate Regimes more Volatile? Panel GARCH Evidence for the G7 and Latin America. (2015). Sanin Vázquez, María Eugenia ; Cermeo, Rodolfo.
    In: Review of Development Economics.
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