Measuring the frequency dynamics of financial and macroeconomic connectedness
Year of publication: |
2016
|
---|---|
Authors: | Barunik, Jozef ; Krehlik, Tomas |
Publisher: |
Kiel : Kiel University, FinMaP - Financial Distortions and Macroeconomic Performance |
Subject: | connectedness | frequency | spectral analysis | market risk | business cycles |
Series: | FinMaP-Working Paper ; 54 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 845696696 [GVK] hdl:10419/125824 [Handle] RePEc:zbw:fmpwps:54 [RePEc] |
Classification: | c18 ; c58 ; G15 - International Financial Markets |
Source: |
-
Measuring the frequency dynamics of financial and macroeconomic connectedness
Barunik, Jozef, (2016)
-
Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets
BarunĂk, Jozef, (2019)
-
Total, asymmetric and frequency connectedness between oil and forex markets
BarunĂk, Jozef, (2019)
- More ...
-
Modeling and forecasting exchange rate volatility in time-frequency domain
Barunik, Jozef, (2016)
-
Modeling and forecasting exchange rate volatility in time-frequency domain
Barunik, Jozef, (2016)
-
Measuring the frequency dynamics of financial and macroeconomic connectedness
Barunik, Jozef, (2016)
- More ...