Dynamic linkages in the pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD) : how do they change during a day?
Małgorzata Doman, Ryszard Doman
| Year of publication: |
2014
|
|---|---|
| Authors: | Doman, Małgorzata ; Doman, Ryszard |
| Published in: |
Central European journal of economic modelling and econometrics. - Lodz : Polish Academy of Sciences, ISSN 2080-0886, ZDB-ID 2529553-6. - Vol. 6.2014, 1, p. 33-56
|
| Subject: | exchange rates | FOREX | linkages | copula | Markov regime switching | Spearman's rho | volatility | tail dependence | crisis | Wechselkurs | Exchange rate | Volatilität | Volatility | Markov-Kette | Markov chain | Multivariate Verteilung | Multivariate distribution | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010503066