Global financial crisis and the puzzling exchange rate path in CEE countries
Year of publication: |
2010
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Authors: | Crespo Cuaresma, Jesús ; Geršl, Adam ; Slačík, Tomáš |
Publisher: |
Prague : Charles University in Prague, Institute of Economic Studies (IES) |
Subject: | Devisenoption | Volatilität | Wechselkurs | Prognose | Finanzkrise | Tschechische Republik | Ungarn (Personen) | Polen | options | implied volatility | risk-neutral density | exchange rate forecasting | Bayesian model averaging | subprime crisis | emerging markets |
Series: | IES Working Paper ; 24/2010 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 638482402 [GVK] hdl:10419/83310 [Handle] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; F37 - International Finance Forecasting and Simulation ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: |
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Cuaresma, Jesús Crespo, (2010)
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Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
Cuaresma, Jesús Crespo, (2010)
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Global financial crisis and the puzzling exchange rate path in CEE countries
Crespo Cuaresma, Jesús, (2010)
- More ...
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Global financial crisis and the puzzling exchange rate path in CEE countries
Crespo Cuaresma, Jesús, (2010)
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Crespo Cuaresma, Jesús, (2010)
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Crespo-Cuaresma, Jesús, (2010)
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