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Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
Kočenda, Evžen
and Moravcová, Michala
(2019)
Exchange rate comovements, hedging and volatility spillovers on new EU forex markets.
Journal of International Financial Markets, Institutions and Money 58, pp. 42-64.
Date of publication of this fulltext: 03 Sep 2021 10:09
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| Item type | Article | ||||
| Journal or Publication Title | Journal of International Financial Markets, Institutions and Money | ||||
| Publisher: | ELSEVIER SCIENCE BV | ||||
|---|---|---|---|---|---|
| Place of Publication: | AMSTERDAM | ||||
| Volume: | 58 | ||||
| Page Range: | pp. 42-64 | ||||
| Date | 2019 | ||||
| Institutions | Institute for East and Southeast European Studies (IESES) | ||||
| Identification Number |
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| Keywords | CONTAGION; TRANSMISSION; UNCERTAINTY; RETURN; TESTS; RISK; Exchange rates; New EU forex markets; Volatility; DCC model; Volatility spillover index; Portfolio weights and hedge ratios; EU debt crisis; Global financial crisis | ||||
| Dewey Decimal Classification | 900 History & geography > 940 General history of Europe | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 49193 |
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