Volatility Spillovers between Stock and Currency Markets : Evidence from Emerging Eastern Europe
Year of publication: |
2009
|
---|---|
Authors: | Fedorova, Elena |
Other Persons: | Saleem, Kashif (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Devisenmarkt | Foreign exchange market | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Ungarn | Hungary | Polen | Poland | Tschechien | Czech Republic | ARCH-Modell | ARCH model | Russland | Russia | Osteuropa | Eastern Europe |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 24, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1460645 [DOI] |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria, (2010)
-
Stock Market Integration between Three CEECs, Russia and the UK
Caporale, Guglielmo Maria, (2013)
-
Volatility spillovers between stock and currency markets : evidence from emerging Eastern Europe
Fedorova, Elena, (2010)
- More ...
-
Volatility spillovers between stock and currency markets : evidence from emerging Eastern Europe
Fedorova, Elena, (2010)
-
What Types of Macroeconomic Announcements Affect Stock Markets in Emerging Eastern Europe?
Saleem, Kashif, (2014)
-
Volatility spillovers between stock and currency markets : evidence from emerging Eastern Europe
Fedorova, Elena, (2010)
- More ...