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...
| मुख्य लेखक: | |
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| अन्य लेखक: | |
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2001.
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| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2001/060 |
| ऑनलाइन पहुंच: | Full text available on IMF |