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...
| Glavni autor: | |
|---|---|
| Format: | Žurnal |
| Jezik: | English |
| Izdano: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| Serija: | IMF Working Papers; Working Paper ;
No. 2008/208 |
| Online pristup: | Full text available on IMF |