LEADER 00985nam0-22003491i-450- 001 990006220030403321 005 20131106191859.0 035 $a000622003 035 $aFED01000622003 035 $a(Aleph)000622003FED01 035 $a000622003 100 $a20000112d1978----km-y0itay50------ba 101 0 $aita 102 $aIT 105 $ay-------001yy 200 1 $a<>utopia repubblicana di Donato Giannotti$fGiorgio Cadoni 210 $aMilano$cGiuffrè$d1978 215 $aVIII, 179 p.$d24 cm 225 1 $aUniversità di Roma, Facoltà di scienze politiche$v27 676 $a320.5 700 1$aCadoni,$bGiorgio$0154830 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990006220030403321 952 $aSDI-XVIII E 6$b93$fSDI 952 $aUNIV. 306 (27)$b109165$fFGBC 952 $aUNIV 82 27$b10252$fFSPBC 959 $aFGBC 959 $aSDI 959 $aFSPBC 996 $aUtopia repubblicana di Donato Giannotti$9636950 997 $aUNINA LEADER 03118nam 2200601 450 001 9910463627103321 005 20181012003738.0 010 $a1-4623-6386-5 010 $a1-4527-5412-8 010 $a9786612841590 010 $a1-282-84159-9 010 $a1-4518-7066-3 035 $a(CKB)3170000000055109 035 $a(EBL)1608018 035 $a(SSID)ssj0000944132 035 $a(PQKBManifestationID)11612518 035 $a(PQKBTitleCode)TC0000944132 035 $a(PQKBWorkID)10983368 035 $a(PQKB)10353740 035 $a(OCoLC)762183935 035 $a(MiAaPQ)EBC1608018 035 $a(EXLCZ)993170000000055109 100 $a20140225h20082008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aGlobal volatility and forex returns in East Asia /$fSanjay Kalra 210 1$a[Washington, District of Columbia] :$cInternational Monetary Fund,$d2008. 210 4$d©2008 215 $a1 online resource (33 p.) 225 1 $aIMF working paper ;$vWP/08/208 225 0$aIMF working paper ;$vWP/08/208 300 $aDescription based upon print version of record. 311 $a1-4519-1519-5 327 $aContents; I. Introduction; II. Methodology and Data; III. GARCH Models of East Asian Daily Forex Returns; IV. Empirical Results; A. Sensitivity of Forex Returns to Mature Equity Market Volatility; B. Conditional and Unconditional Volatility of Forex Returns:; C. Subsamples; V. Robustness; VI. Conclusions; Figures; 1. VIX and VDAX Indices; 2. Exchange Rates; 3. Daily Forex Returns; 4. Daily Squared Forex Returns; 5. FIX_AR(2)-GARCH(1,1) Models: Residuals; 6. VIX AR(2)-GARCH(1,1) Models: Squared Residuals; 7. Daily Conditional and Unconditional Volatilities: 2001-07 327 $a8. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-03Q29. Daily Conditional and Unconditional Volatilities: VIX Models, 2003Q3-07; 10. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-07; Tables; 1. Daily Foreign Exchange Return: Summary Statistics; 2. VIX and VDAX Indices: Summary Statistics; 3. Exchange Rates and Volatility Indices: Augmented Dickey-Fuller Test Statistics; 4. VAR Lag Order Selection Criteria; 5. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-07; 6. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-03Q2 327 $a7. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2003Q3-078. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-07; 9. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-03Q2; 10. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2003Q3-0; References 606 $aForeign exchange rates$zEast Asia 606 $aFinancial crises$zEast Asia 608 $aElectronic books. 615 0$aForeign exchange rates 615 0$aFinancial crises 676 $a332.456095 700 $aKalra$b Sanjay$0910642 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910463627103321 996 $aGlobal volatility and forex returns in East Asia$92038121 997 $aUNINA