Exchange rate and interest rate exposure of UK industries using first-order autoregressive exponential GARCH-in-mean (EGARCH-M) approach

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Veröffentlicht in:Manchester School of Economic Studies The Manchester School
1. Verfasser: Olugbode, Mojisola (VerfasserIn)
Weitere Verfasser: El-Masry, Ahmed M. (VerfasserIn), Pointon, John (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2014
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