The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets

Costas Karfakis, Theodore Panagiotidis

Year of publication:	2015
Authors:	Karfakis, Costas I. ; Panagiōtidēs, Theodōros
Published in:	Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 42.2015, 4, p. 795-811
Subject:	Currency markets \| Quantitative easing \| GARCH \| Dynamic conditional correlation \| Quantile regression \| Geldpolitik \| Monetary policy \| Devisenmarkt \| Foreign exchange market \| Korrelation \| Correlation \| ARCH-Modell \| ARCH model \| Griechenland \| Greece \| Volatilität \| Volatility \| Wechselkurs \| Exchange rate \| Welt \| World \| Währungskrise \| Currency crisis

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