Spillover effects between stock prices and exchange rates for the Central and Eastern European countries
Year of publication: |
2022
|
---|---|
Authors: | Ngo Thai Hung |
Subject: | CEE countries | foreign exchange rate | multivariate GARCH | spillover effects | Stock markets | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Osteuropa | Eastern Europe | Börsenkurs | Share price | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schätzung | Estimation | Volatilität | Volatility | Tschechien | Czech Republic |
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