fbpx
Research studies

The Paradox of Dollar during Global Financial Crisis: An application of ARIMA and ARCH models

Kadri Alaeddine – Lecturer prof   – Djillali Liabes University – Algeria

Mokhtaria Bouziane – PhD student – Djillali Liabes University – Algeria

 

Democratic Arab Center

Journal of Afro-Asian Studies : Fifth Issue – April 2020

A Periodical International Journal published by the “Democratic Arab Center” Germany – Berlin. The journal deals with the field of Afro-Asian strategic, political and economic studies

Nationales ISSN-Zentrum für Deutschland
ISSN 2628-6475
Journal of Afro-Asian Studies
 :To download the pdf version of the research papers, please visit the following link

https://democraticac.de/wp-content/uploads/2020/04/Journal-of-Afro-Asian-Studies-Fifth-Issue-%E2%80%93-April-2020.pdf

Abstract

The global financial crisis has lent new impetus to discussions of the Dollar behavior during the 2008 crisis, the appreciation of dollar make a paradox Whether the crisis has an impact on the Dollar exchange rate. This article aims to analyse 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.

الوسوم

المركز الديمقراطى العربى

المركز الديمقراطي العربي مؤسسة مستقلة تعمل فى اطار البحث العلمى والتحليلى فى القضايا الاستراتيجية والسياسية والاقتصادية، ويهدف بشكل اساسى الى دراسة القضايا العربية وانماط التفاعل بين الدول العربية حكومات وشعوبا ومنظمات غير حكومية.

مقالات ذات صلة

اترك تعليقاً

لن يتم نشر عنوان بريدك الإلكتروني. الحقول الإلزامية مشار إليها بـ *

زر الذهاب إلى الأعلى
إغلاق
إغلاق