Asymmetric volatility connectedness on forex markets
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., prof. Ing. Evžen Kočenda M.A., Ph.D., DSc., Mgr. Lukáš Vácha Ph.D., |
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| Type: | Articles in journals with impact factor |
| Year: | 2017 |
| Number: | 0 |
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| Published in: | Journal of International Money and Finance, 77C, pp. 39-56, preprint available here PDF + available codes |
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