Return and volatility spillover between stock prices and exchange rates in Croatia : a spillover methodology approach
Tihana Škrinjarić, Lidija Dedi, Boško Šego
| Year of publication: |
2021
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|---|---|
| Authors: | Škrinjarić, Tihana ; Dedi, Lidija ; Šego, Boško |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 23.2020, 4, p. 93-108
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| Subject: | spillover index | return co-movements | variance decomposition | developing stock market | flow and stock-oriented model | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model | Kroatien | Croatia | Dekompositionsverfahren | Decomposition method | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012587117