Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries
Skúmanie nelineárneho prenosu rizika z trhov ropy a zemného plynu na devízové trhy piatich dovozcov energie a jedného významného vývozcu energie. Podmienená volatilita sa rozdeľuje na prechodnú (krátkodobú) a trvalú (dlhodobú) časť a potom sú tieto volatility zakomponované do prepracovaného robust...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Autres auteurs: | , |
| Format: | Chapitre de livre |
| Langue: | anglais |
| Sujets: | |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires: 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