Volatility Transmission in Emerging European Foreign Exchange Markets
Year of publication: |
2011-07-01
|
---|---|
Authors: | Kocenda, Evzen ; Bubak, Vit ; Zikes, Filip |
Institutions: | William Davidson Institute, University of Michigan |
Subject: | Foreign exchange markets | Volatility | Spillovers | Intraday data | Nonlinear dynamics | European emerging markets |
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