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.

Bibliographic Details

Main Author:	Živkov, Dejan
Other Authors:	Njegić, Jovan, Milenković, Ivan
Format:	Book Chapter
Language:	English
Subjects:	kurz výmenný akcie model GARCH algoritmy spillover
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