Asymmetric volatility spillovers between developed and developing European countries
Alternative title: | A részvénypiaci volatilitás asszimetrikus spillover hatásai fejlett és fejletlén pénzpiaccal rendelkező uniós országokban |
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Year of publication: |
August 2018
|
Authors: | Bevilacqua, Mattia |
Publisher: |
Budapest : Magyar Nemzeti Bank |
Subject: | Volatility Spillovers | Asymmetric Volatility | Stock Markets | Currency Market | Credit Markets | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Industrieländer | Industrialized countries | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market | Wechselkurs | Exchange rate | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (circa 54 Seiten) Illustrationen |
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Series: | MNB working papers. - Budapest : [Verlag nicht ermittelbar], ISSN 1585-5600, ZDB-ID 2223708-2. - Vol. 2018, 2 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Zusammenfassung in ungarischer Sprache |
Other identifiers: | hdl:10419/189894 [Handle] |
Classification: | c58 ; D53 - Financial Markets ; F3 - International Finance ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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