Publication detail

Volatility Transmission in Emerging European Foreign Exchange Markets

Author(s): PhDr. Vít Bubák, M.A., Ph.D., Evžen Kočenda
Type: Articles in journals with impact factor
Year: 2011
Number: 0
ISSN / ISBN:
Published in: Journal of Banking and Finance, 35/2011
Publishing place:
Keywords: foreign exchange markets; volatility; spillovers; intraday data; nonlinear dynamics
JEL codes: C5, F31, G15
Suggested Citation:
Grants: IES Research Framework Institutional task (2005-2011) Integration of the Czech economy into European union and its development
Abstract:

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