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Volatility transmission in emerging European foreign exchange markets
- 1.0347000 - NHU-C 2011 DE eng V - Research Report
Bubák, V. - Kočenda, Evžen - Žikeš, F.
Volatility transmission in emerging European foreign exchange markets.
Munich: CESifo, 2010. 31 s. CESifo Working Paper Series, 3063.
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : foreign exchange markets * volatility * spillovers * nonlinear dynamics
Subject RIV: AH - Economics
http://www.ifo.de/DocCIDL/cesifo1_wp3063.pdf
Permanent Link: http://hdl.handle.net/11104/0187878
Number of the records: 1