Price Volatility and Financial Instability /

Statistical measures of the volatility of exchange rates, interest rates, and stock prices are estimated for a number of countries. Periods of high volatility are identified and compared with periods of financial difficulty. The results indicate that GARCH models of volatility could be potentially u...

Полное описание

Библиографические подробности
Главный автор: Leon, Gene
Другие авторы: Worrell, Rupert
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2001.
Серии:IMF Working Papers; Working Paper ; No. 2001/060
Online-ссылка:Full text available on IMF