Documenti analoghi: Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries
- Wavelet Analysis of the Interdependence between Stocks and Bonds in the Selected East European and Eurasian Emerging Markets
- Volatility regimes in Central and Eastern European countries' exchange rates
- Central and Eastern European stock exchanges under stress: a range-based volatility spillover framework
- Volatility spillovers between stock and currency markets: evidence from emerging Eastern Europe
- <To> What extent are stock returns driven by mean and volatility spillover effects?-evidence from eight european stock markets
- Exchange rate volatility and uncovered interest rate parity in the European Emerging Economies
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: Kuzman, Boris
- Meranie kvality elektriny v malej vodnej elektrárni
- Návrh malej vodnej elektrárne vo vybranej lokalite
- Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries
- Risk-Adjusted Performance of American and European Clean-Energy Portfolios