Verfügbarkeit: Price Volatility and Financial Instability

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...

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1. Verfasser:	Leon, H. L. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2001
Schriftenreihe:	IMF Working Papers Working Paper No. 01/60
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	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 useful in assessing financial soundness. Daily data are more revealing, but monthly series allow comparisons among many countries. Country specific models may be needed for more reliable inference
Beschreibung:	1 Online-Ressource (43 p)
ISBN:	1451848056 9781451848052

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spelling	Leon, H. L. Verfasser aut Price Volatility and Financial Instability Leon, H. L Washington, D.C International Monetary Fund 2001 1 Online-Ressource (43 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 01/60 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 useful in assessing financial soundness. Daily data are more revealing, but monthly series allow comparisons among many countries. Country specific models may be needed for more reliable inference Online-Ausg Worrell, DeLisle Sonstige oth http://elibrary.imf.org/view/IMF001/05404-9781451848052/05404-9781451848052/05404-9781451848052.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Leon, H. L. Price Volatility and Financial Instability
title	Price Volatility and Financial Instability
title_auth	Price Volatility and Financial Instability
title_exact_search	Price Volatility and Financial Instability
title_exact_search_txtP	Price Volatility and Financial Instability
title_full	Price Volatility and Financial Instability Leon, H. L
title_fullStr	Price Volatility and Financial Instability Leon, H. L
title_full_unstemmed	Price Volatility and Financial Instability Leon, H. L
title_short	Price Volatility and Financial Instability
title_sort	price volatility and financial instability
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