Central and Eastern European stock exchanges under stress: a range-based volatility spillover framework
Spillover analýza s modelom podmieneného autoregresného (CARR) modelu. Charakteristika akciových trhov SVE. Volatilita na trhoch v Poľsku, Česku a Maďarsku a vzájomné spillover efekty. Porovnanie spillover efektov SVE trhov s trhmi v USA, Rusku a Nemecku.
Na minha lista:
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Assuntos: | |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: Central and Eastern European stock exchanges under stress: a range-based volatility spillover framework
- Networks of Volatility Spillovers among Stock Markets
- Networks of volatility spillovers among stock markets
- <The> Russian stock market during the Ukrainian crisis: a network perspective
- Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies
- Volatility spillovers between stock and currency markets: evidence from emerging Eastern Europe
- Volatility and dynamic conditional correlations of European emerging stock markets