Exchange return co-movements and volatility spillovers before and after the introduction of euro
Nikolaos Antonakakis
| Year of publication: |
2012
|
|---|---|
| Authors: | Antonakakis, Nikolaos |
| Publisher: |
Wien : FIW |
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Euro | Schweizer Franken | Swiss franc | Pfund Sterling | Pound Sterling | Yen | Vergleich | Comparison | US-Dollar | US dollar | Dekompositionsverfahren | Decomposition method | ARCH-Modell | ARCH model | Schätzung | Estimation | Großbritannien | United Kingdom | USA | United States | Schweiz | Switzerland | Japan | EU-Staaten | EU countries | 1986-2011 |
| Extent: | 32 S. graph. Darst. |
|---|---|
| Series: | FIW working paper. - Vienna, ZDB-ID 2485338-0. - Vol. 80 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange ; G15 - International Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009559164