Volatility connectedness on the central European forex markets
Year of publication: |
2024
|
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Authors: | Albrecht, Peter ; Kočenda, Evžen |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103179, p. 1-16
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Subject: | Asymmetries in volatility connectedness | Bootstrap-after-bootstrap procedure | Central European currencies | Portfolio composition and hedging | Volatility connectedness | Volatilität | Volatility | Hedging | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Tschechien | Czech Republic | Ungarn | Hungary | Ostmitteleuropa | Central-Eastern Europe |
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