Exchange Rate Spillovers From Major Trade Partners to the Uzbek Soum: An ARCH-GARCH Analysis
Dostonbek Pirnazarov
This study investigates volatility spillovers from the exchange rates of Uzbekistan’s two largest trading partners - the Chinese yuan (CNY) and the Russian ruble (RUB) - to the Uzbek soum (UZS) using multivariate ARCH GARCH methodologies. Employin...