Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets
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KeywordsExchange rate; New EU forex markets; volatility; DCC model; volatility spillover index; EU debt crisis; global financial crisis;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- P59 - Economic Systems - - Comparative Economic Systems - - - Other
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