Essays about: "DOMINIKA BUDNY"

Found 1 essay containing the words DOMINIKA BUDNY.

  1. 1. Volatility Spillover Effect in the Context of European Union Enlargement. Case Study of Equity and FX Market in Czech Republic, Hungary and Poland.

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Dominika Budny; [2005]
    Keywords : GARCH; EU; volatility spillover; CEEC; regime switching; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : In this paper the spillover process between developed and emerging economies in the European Union (EU), as well between emerging markets only, is analysed with focus on volatility spillover effect. Equity and foreign exchange markets are considered. READ MORE