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Pricing-to-market using EGARCH-error correction model
Baoying Lai, Nathan L. Joseph
Accounting
Aston Business School
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peer-review
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Keyphrases
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
100%
Error Correction Model
100%
FX Rates
100%
Pricing-to-market
100%
Heteroscedastic Errors
100%
Producer Prices
75%
Textile Sector
50%
Foreign Exchange
25%
Export Prices
25%
Export Sectors
25%
Short-term Effects
25%
Long-run Effects
25%
Meat Sector
25%
Pass-through Effect
25%
Price Fluctuation
25%
Fuel Sector
25%
Volatility Estimates
25%
Economics, Econometrics and Finance
Pricing
100%
Volatility
100%
Foreign Exchange
100%
Export Sector
100%
Export Price
100%
Earth and Planetary Sciences
Error Correction
100%