Documenti analoghi: Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies
- Exchange rate volatility and uncovered interest rate parity in the European Emerging Economies
- Central and Eastern European stock exchanges under stress: a range-based volatility spillover framework
- Networks of volatility spillovers among stock markets
- Networks of Volatility Spillovers among Stock Markets
- Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges
- Modeling Exchange Rates Long-Run Dependence Versus Conditional Heteroscedasticity
Autore: Živkov, Dejan
- Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies
- Exchange rate volatility and uncovered interest rate parity in the European Emerging Economies
- Dynamic nexus between exchange rate and stock prices in the major East European economies
- Construction of commodity portfolio and its hedge effectiveness gauging – revisiting DCC models
- Measuring Parametric and Semiparametric Downside Risks of Selected Agricultural Commodities
- Interrelationship and Spillover Effect Between Stock and Exchange Rate Markets in the Major Emerging Economies
Autore: Njegić, Jovan
- Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies
- Exchange rate volatility and uncovered interest rate parity in the European Emerging Economies
- Dynamic nexus between exchange rate and stock prices in the major East European economies
- Construction of commodity portfolio and its hedge effectiveness gauging – revisiting DCC models
- Interrelationship and Spillover Effect Between Stock and Exchange Rate Markets in the Major Emerging Economies
- Multiscale Interdependence Between the Major Agricultural Commodities