Financial stress and its non-linear impact on CEE exchange rates
Year of publication: |
2018
|
---|---|
Authors: | Adam, Tomáš ; Benecká, Soňa ; Matějů, Jakub |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 36.2018, p. 346-360
|
Subject: | Asset allocation | Exchange rates | Financial stress | Markov-switching | Wechselkurs | Exchange rate | Portfolio-Management | Portfolio selection | Osteuropa | Eastern Europe | Volatilität | Volatility | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | Tschechien | Czech Republic |
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