Dynamic nexus between exchange rate and stock prices in the major East European economies
Analýza dynamickej podmienenej korelácie (dynamic conditional correlation, DCC) medzi výnosmi akcií a výmenným kurzom na štyroch východoeurópskych rozvíjajúcich sa trhoch (Česko, Poľsko, Maďarsko, Rusko) pomocou modelu DCC-FIAPARCH v období 2002-2014.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | , |
| Format: | Buchkapitel |
| Sprache: | Englisch |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: Dynamic nexus between exchange rate and stock prices in the major East European economies
- What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?
- Interrelationship and Spillover Effect Between Stock and Exchange Rate Markets in the Major Emerging Economies
- Wavelet Analysis of the Interdependence between Stocks and Bonds in the Selected East European and Eurasian Emerging Markets
- <The> Dynamics of return comovement and spillovers between the czech and european stock markets in the period 1997-2010
- Volatility and dynamic conditional correlations of European emerging stock markets
- Stock returns and real activity: the dynamic conditional lagged correlation approach