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type_genre:"Sammelwerk"
~isPartOf:"CESifo Working Paper"
~person:"Albrecht, Peter"
~type_genre:"Working Paper"
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Central European currencies
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asymmetries in volatility connectedness
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bootstrap-after-bootstrap procedure
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portfolio composition and hedging
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volatility connectedness
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Albrecht, Peter
Noy, Ilan
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Costa-i-Font, Joan
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Neuenkirch, Matthias
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Frey, Bruno S.
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Gutmann, Jerg
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Kocenda, Evžen
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Gold, Robert
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Lahiri, Kajal
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Volatility Connectedness on the Central European Forex Markets
Albrecht, Peter
;
Kočenda, Evžen
-
2023
within a maximum of one business month from the
event
's occurrence. Finally, we show that the connectedness is linked with …
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