Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland
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More about this item
Keywordscurrency market; GARCH models; direction quality measures; emerging markets;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-10-21 (All new papers)
- NEP-IFN-2004-10-21 (International Finance)
- NEP-RMG-2004-10-21 (Risk Management)
- NEP-TRA-2004-10-21 (Transition Economics)
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