Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
Year of publication: |
2010-09
|
---|---|
Authors: | Cuaresma, Jesús Crespo ; Gersl, Adam ; Slačík, Tomáš |
Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
Subject: | Options | implied volatility | risk-neutral density | exchange rate forecasting | Bayesian model averaging | subprime crisis | emerging markets |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2010/24 19 pages |
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: |
-
Global financial crisis and the puzzling exchange rate path in CEE countries
Crespo Cuaresma, Jesús, (2010)
-
Cuaresma, Jesús Crespo, (2010)
-
Global financial crisis and the puzzling exchange rate path in CEE countries
Crespo Cuaresma, Jesús, (2010)
- More ...
-
Political Legislation Cycle in the Czech Republic
Brechler, Josef, (2011)
-
Political Pressure on the National Bank of Slovakia
Kukuk, Peter, (2011)
-
Gersl, Adam, (2010)
- More ...