Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange
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- Bonga-Bonga, Lumengo & Gnagne, Pascal Xavier, 2017. "The impact of exchange rate volatility on capital flows in BRICS economies," MPRA Paper 84773, University Library of Munich, Germany.
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KeywordsRomanian financial markets; Volatility; GARCH; Global crisis;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G01 - Financial Economics - - General - - - Financial Crises
- G19 - Financial Economics - - General Financial Markets - - - Other
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