Využití modelu BGM při řízení úrokového rizika v českém prostředí v období po finanční krizi
[Aplication of the BGM Model for Interest Rate Risk Management in the Czech Environment after Financial Crisis]
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References listed on IDEAS
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More about this item
Keywordsvolatility; GARCH; euro; Czech Koruna; interest rate risk; BGM model;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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