Volatility Connectedness on the Central European Forex Markets
Year of publication: |
2023
|
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Authors: | Albrecht, Peter ; Kočenda, Evžen |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | volatility connectedness | Central European currencies | asymmetries in volatility connectedness | bootstrap-after-bootstrap procedure | portfolio composition and hedging |
Series: | CESifo Working Paper ; 10728 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1869393082 [GVK] hdl:10419/282416 [Handle] RePec:ces:ceswps:_10728 [RePEc] |
Classification: | c58 ; F31 - Foreign Exchange ; f65 ; G01 - Financial Crises ; G15 - International Financial Markets |
Source: |
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Volatility connectedness on the Central European forex markets
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