The impact of institutional volatility on financial volatility in transition economies: a GARCH family approach
Year of publication: |
2014
|
---|---|
Authors: | Hartwell, Christopher A. |
Publisher: |
Helsinki : Bank of Finland, Institute for Economies in Transition (BOFIT) |
Subject: | institutions | financial sector | volatility | transition | GARCH | EGARCH | TGARCH |
Series: | BOFIT Discussion Papers ; 6/2014 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-952-6699-72-1 |
Other identifiers: | 779865340 [GVK] hdl:10419/212792 [Handle] RePEc:zbw:bofitp:bdp2014_006 [RePEc] |
Classification: | G20 - Financial Institutions and Services. General ; O43 - Institutions and Growth ; P30 - Socialist Institutions and Their Transitions. General |
Source: |
-
Hartwell, Christopher A., (2014)
-
Political Volatility and Capital Markets: Evidence from Transition
Hartwell, Christopher, (2015)
-
Hartwell, Christopher Andrew, (2014)
- More ...
-
CP ALL and the Case of Value Web Creation
Michael, Bryane, (2015)
-
Hartwell, Christopher A., (2011)
-
Hartwell, Christopher A., (2014)
- More ...