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
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|---|---|
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-014-9277-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485673