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  • Search: subject:"Central European currencies"
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Year of publication
Subject
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Central European currencies 4 Exchange rate 3 Wechselkurs 3 Devisenmarkt 2 Foreign exchange market 2 Hedging 2 Portfolio selection 2 Portfolio-Management 2 Volatility 2 Volatilität 2 asymmetries in volatility connectedness 2 bootstrap-after-bootstrap procedure 2 portfolio composition and hedging 2 volatility connectedness 2 Asymmetries in volatility connectedness 1 Bai-Perron multiple breakpoint regression 1 Bootstrap-after-bootstrap procedure 1 Central-Eastern Europe 1 Cross-elasticity of exchange rates 1 Czech Republic 1 EU countries 1 EU-Staaten 1 Eastern Europe 1 Euro 1 Euro area 1 Eurozone 1 Hungary 1 Markov chain 1 Markov switching tests 1 Markov-Kette 1 Monetary union 1 Osteuropa 1 Ostmitteleuropa 1 Poland 1 Polen 1 Portfolio composition and hedging 1 Tschechien 1 Ungarn 1 Volatility connectedness 1 Währungsunion 1
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Online availability
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Free 2 Undetermined 2
Type of publication
All
Article 2 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 4
Author
All
Albrecht, Peter 3 Kočenda, Evžen 3 Gorman, Michael 1 Orłowski, Lucjan T. 1 Roessler, Matthew H. 1
Published in...
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CESifo Working Paper 1 CESifo working papers 1 Economic systems 1 International review of financial analysis 1
Source
All
ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
Cover Image
Volatility Connectedness on the Central European Forex Markets
Albrecht, Peter; Kočenda, Evžen - 2023
We provide a comprehensive assessment of volatility connectedness between the currencies of Central European (CE) countries using high-frequency data from 2009 to 2022. We assess asymmetries in connectedness (not investigated for CE currencies before) and document domination of the negative...
Persistent link: https://www.econbiz.de/10014469483
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Cover Image
Volatility connectedness on the Central European forex markets
Albrecht, Peter; Kočenda, Evžen - 2023
We provide a comprehensive assessment of volatility connectedness between the currencies of Central European (CE) countries using high-frequency data from 2009 to 2022. We assess asymmetries in connectedness (not investigated for CE currencies before) and document domination of the negative...
Persistent link: https://www.econbiz.de/10014414188
Saved in:
Cover Image
Volatility connectedness on the central European forex markets
Albrecht, Peter; Kočenda, Evžen - In: International review of financial analysis 93 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543551
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Cover Image
Dynamic interactions between Central European currencies and the euro
Gorman, Michael; Orłowski, Lucjan T.; Roessler, Matthew H. - In: Economic systems 44 (2020) 3, pp. 1-7
Persistent link: https://www.econbiz.de/10012593536
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