Loading…
Global volatility and forex returns in East Asia /
During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall "flight to safety" effect. Estimates from GARCH models suggest that a 5 percentage point increase in mature market equity volatility gen...
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Washington, D.C. :
International Monetary Fund,
©2008.
©2008 |
| Series: | IMF working paper ;
WP/08/208. |
| Subjects: | |
| Online Access: | Texto completo |