The paradox of dollar during global financial crisis : an application of ARIMA and ARCH models
Other Title(s)
lفارقة الدولار خلال الأزمة المالية العالمية : استعمال نماذج ARIMA و ARCH
Joint Authors
Bu Zayyan, Mukhtariyah
Qadiri, Ala al-Din
Source
Les Aggregates des Connaissances
Issue
Vol. 6, Issue 1 (30 Apr. 2020), pp.387-403, 17 p.
Publisher
Ali Kafi University Center the Institute of Economic Business and Management Sciences
Publication Date
2020-04-30
Country of Publication
Algeria
No. of Pages
17
Main Subjects
Financial and Accounting Sciences
Topics
Abstract EN
Does global financial crisis cause volatility of dollar exchange rate or not, a crucial question has been investigated by many scholars, where the appreciation of dollar make a paradox; Whether the crisis has an impact on the Dollar exchange rate The existing literature point out conflicting views in this regard.
Therefore, This study aims to analyses the volatility of the Dollar exchange rate during 2008 financial crisis using various volatility models such as Autoregressive Integrated Moving Average Autoregressive Integrated Moving Average and Autoregressive Conditional Heteroskedasticity models During the period from (01- 01- 2005to 01- 12 -2014); the results shows that there is a positive statistically significant effect of the crisis on volatility of dollar exchange rate
American Psychological Association (APA)
Bu Zayyan, Mukhtariyah& Qadiri, Ala al-Din. 2020. The paradox of dollar during global financial crisis : an application of ARIMA and ARCH models. Les Aggregates des Connaissances،Vol. 6, no. 1, pp.387-403.
https://search.emarefa.net/detail/BIM-1022101
Modern Language Association (MLA)
Bu Zayyan, Mukhtariyah& Qadiri, Ala al-Din. The paradox of dollar during global financial crisis : an application of ARIMA and ARCH models. Les Aggregates des Connaissances Vol. 6, no. 1 (Apr. 2020), pp.387-403.
https://search.emarefa.net/detail/BIM-1022101
American Medical Association (AMA)
Bu Zayyan, Mukhtariyah& Qadiri, Ala al-Din. The paradox of dollar during global financial crisis : an application of ARIMA and ARCH models. Les Aggregates des Connaissances. 2020. Vol. 6, no. 1, pp.387-403.
https://search.emarefa.net/detail/BIM-1022101
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 16-17
Record ID
BIM-1022101