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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| Format: | Revija |
| Jezik: | English |
| Izdano: |
Washington, D.C. :
International Monetary Fund,
2001.
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| Serija: | IMF Working Papers; Working Paper ;
No. 2001/060 |
| Online dostop: | Full text available on IMF |