Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies
Porovnanie spillover efektu od výmenných kurzov k akciovému trhu a naopak.
Salvato in:
| Autore principale: | |
|---|---|
| Altri autori: | , |
| Natura: | Capitolo di libro |
| Lingua: | inglese |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
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