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dc.contributor.advisorΠαντελίδης, Θεολόγοςel
dc.contributor.advisorPantelidis, Theologosen
dc.contributor.authorΠολυζωίδου, Κωνσταντίναel
dc.contributor.authorPolyzoidou, Konstantinaen
dc.descriptionΔιπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2014.el
dc.description.abstractThis study examines the volatility dynamics in the stock and forex markets. We first use a BEKK-GARCH model to estimate the international information transmission between the stock market indices and the currency prices of two of the G-7 countries (Canada and the United Kingdom). Afterwards, we proceed to the calculation of the volatility impulse response functions based on historical shocks. This methodology allows us to explore the interdependencies between national stock markets and exchange rates.en
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dc.publisherΠανεπιστήμιο Μακεδονίαςel
dc.titleVolatility spillover effects.en
dc.typeElectronic Thesis or Dissertationen
dc.contributor.departmentΔιατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στην Οικονομική Επιστήμηel
Appears in Collections:ΔΠΜΣ Οικονομική Επιστήμη (M)

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