Exchange rate regime, volatility and international correlations on bond and stock markets / Vincent Bodart, Paul Reding. [recurso electrónico]
Tipo de material:![Artículo](/opac-tmpl/lib/famfamfam/AR.png)
- 332.456094
Tipo de ítem | Biblioteca actual | Signatura topográfica | URL | Estado | Fecha de vencimiento | Código de barras | |
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Biblioteca Manuel Belgrano | Recurso en línea (Navegar estantería(Abre debajo)) | Enlace al recurso | Disponible |
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Incluye bibliografía.
The paper investigates the potential effects of the exchange rate regime on the conditional volatilities and international correlations on bond and stock markets. The analysis is essentially empirical. It focuses on the recent experience of the EMS, and examines the behavior of domestic daily returns on bond and stock markets with the objective of identifying whether there exists significant differences in the patterns of volatilities and international correlations between ERM and non-ERM countries and across alternative episodes of ERM exchange rate variability.
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