Interesting findings about risk estimation and backtesting at European FX rate market
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F12%3A86083096" target="_blank" >RIV/61989100:27510/12:86083096 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Interesting findings about risk estimation and backtesting at European FX rate market
Original language description
Financial markets are very sensitive to all kinds of risk. Immediately after any unexpected announcement the volatility of market returns is suddenly increased and market prices can potentially fall down. However, the announcement can influence prices ofonly some assets, while prices of others remain stable. It follows that a different risk type indicates a need for distinct methods of risk modelling, measuring and managing. The purpose of this chapter is to identify if there is any similarity in riskestimation model performance across European FX rate market.
Czech name
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Czech description
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Classification
Type
C - Chapter in a specialist book
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
Financial integration in the European Union
ISBN
978-0-415-69076-8
Number of pages of the result
20
Pages from-to
189-207
Number of pages of the book
264
Publisher name
Routledge
Place of publication
London
UT code for WoS chapter
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