Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
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References listed on IDEAS
- Tomas Havranek & Zuzana Irsova, 2010.
"Which Foreigners Are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI,"
2010/03, Czech National Bank, Research Department.
- Tomas Havranek & Zuzana Irsova, 2010. "Which Foreigners are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI," William Davidson Institute Working Papers Series wp996, William Davidson Institute at the University of Michigan.
- Tomáš Havránek & Zuzana Iršová, 2010. "Which Foreigners Are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI," Working Papers IES 2010/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2010.
- Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option pricing under GARCH models with generalized hyperbolic innovations (II) : data and results," Documents de travail du Centre d'Economie de la Sorbonne b08047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
More about this item
KeywordsOptions; implied volatility; risk-neutral density; exchange rate forecasting; Bayesian model averaging; subprime crisis; emerging markets;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-09 (All new papers)
- NEP-FOR-2010-10-09 (Forecasting)
- NEP-IFN-2010-10-09 (International Finance)
- NEP-TRA-2010-10-09 (Transition Economics)
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