Volatility behaviour of the foreign exchange rate and transmission among Central and Eastern European countries : evidence from the EGARCH model
Year of publication: |
2021
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Authors: | Ngo Thai Hung |
Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 22.2021, 1, p. 36-56
|
Subject: | Exchange rate | volatility spillover | multivariate EGARCH | Central and Eastern Europe | Volatilität | Volatility | Wechselkurs | Osteuropa | Eastern Europe | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
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