Volatility transmission in emerging European foreign exchange markets
Year of publication: |
2010
|
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Authors: | Bubák, Vít ; Kocenda, Evézen ; Zikes, Filip |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Wechselkurs | Euro | US-Dollar | Volatilität | Spillover-Effekt | Internationaler Preiszusammenhang | Devisenmarkt | Aufstrebende Märkte | Ostmitteleuropa | foreign exchange markets | volatility | spillovers | intraday data | nonlinear dynamics |
Series: | CESifo Working Paper ; 3063 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 627393586 [GVK] hdl:10419/38997 [Handle] |
Classification: | C50 - Econometric Modeling. General ; F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: |
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Volatility transmission in emerging European foreign exchange markets
Bubák, Vít, (2010)
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Volatility Transmission in Emerging European Foreign Exchange Markets
Bubak, Vit, (2013)
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Volatility Transmission in Emerging European Foreign Exchange Markets
Bubák, Vít, (2010)
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Volatility transmission in emerging European foreign exchange markets
Bubák, Vít, (2010)
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Volatility transmission in emerging European foreign exchange markets
Bubák, Vít, (2011)
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Zikes, Filip, (2006)
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