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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...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Washington, D.C. :
International Monetary Fund,
©2008.
©2008 |
| Collection: | IMF working paper ;
WP/08/208. |
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| Accès en ligne: | Texto completo |