Search Results for multivariate GARCH-in- Mean

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This paper analyzes macroeconomic determinants of the foreign exchange risk premium in two Gulf...

This paper reviews financial sector regulation and supervision in the Cook Islands (CI). The CI...

Monetary policy has become increasingly important in the countries of the Commonwealth of...

In this paper we present various techniques to estimate Sri Lanka's potential output and output...

In this paper we first explain why most microstates (countries with less than 2 million...

We argue that in an economy with downward nominal wage rigidity, the output gap is negative on...