Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries
Year of publication: |
2020
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Authors: | Ozcelebi, Oguzhan |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 70.2020, p. 288-302
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Subject: | Exchange market pressure index | Financial stress index | Nonlinear VAR | Quantile-based analysis | Index | Index number | Devisenmarkt | Foreign exchange market | Finanzkrise | Financial crisis | Indexberechnung | Index construction | Schwellenländer | Emerging economies |
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