Financial stress and its non-linear impact on CEE exchange rates
Tomáš Adam, Soňa Benecká, Jakub Matějů
| Year of publication: |
2018
|
|---|---|
| Authors: | Adam, Tomáš ; Benecká, Soňa ; Matějů, Jakub |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 36.2018, p. 346-360
|
| Subject: | Asset allocation | Exchange rates | Financial stress | Markov-switching | Wechselkurs | Exchange rate | Portfolio-Management | Portfolio selection | Osteuropa | Eastern Europe | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2018.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012156922