Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets
Year of publication: |
2017
|
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Authors: | Kočenda, Evžen ; Moravcová, Michala |
Publisher: |
Prague : Charles University in Prague, Institute of Economic Studies (IES) |
Subject: | Exchange rate | New EU forex markets | volatility | DCC model | volatilityspillover index | EU debt crisis | global financial crisis |
Series: | IES Working Paper ; 27/2017 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1009486969 [GVK] hdl:10419/174220 [Handle] RePEc:fau:wpaper:wp2017_27 [RePEc] |
Classification: | C52 - Model Evaluation and Testing ; F31 - Foreign Exchange ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets ; P59 - Comparative Economic Systems. Other |
Source: |
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