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.
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
MARC
| LEADER | 00000naa a2200000 4500 | ||
|---|---|---|---|
| 001 | 0214320 | ||
| 005 | 20231010120906.3 | ||
| 041 | 0 | |a eng | |
| 044 | |a CZ | ||
| 245 | 1 | 0 | |a Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies |c Dejan Živkov, Jovan Njegić, Ivan Milenković |
| 520 | |a Porovnanie spillover efektu od výmenných kurzov k akciovému trhu a naopak. | ||
| 610 | 2 | 0 | |a kurz výmenný |
| 610 | 2 | 0 | |a akcie |
| 610 | 2 | 0 | |a model GARCH |
| 610 | 2 | 0 | |a algoritmy |
| 610 | 2 | 0 | |a spillover |
| 100 | 1 | |a Živkov, Dejan | |
| 700 | 1 | |a Njegić, Jovan | |
| 700 | 1 | |a Milenković, Ivan | |