An empirical analysis of currency volatilities during the recent global financial crisis
Itir Ozer-Imer; Ibrahim Ozkan
| Year of publication: |
2014
|
|---|---|
| Authors: | Ozer-Imer, Itir ; Ozkan, Ibrahim |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 43.2014, p. 394-406
|
| Subject: | Exchange rate co-movement | Volatility spillover | Recent financial crisis | Dynamic conditional correlation | Change point analysis | Brownian motion | Volatilität | Volatility | Finanzkrise | Financial crisis | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Welt | World | Japan | Schätzung | Estimation | Korrelation | Correlation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010503043