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Volatility connectedness on the central European forex markets

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F24%3A43924903" target="_blank" >RIV/62156489:43110/24:43924903 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216208:11230/24:10486272

  • Result on the web

    <a href="https://doi.org/10.1016/j.irfa.2024.103179" target="_blank" >https://doi.org/10.1016/j.irfa.2024.103179</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.irfa.2024.103179" target="_blank" >10.1016/j.irfa.2024.103179</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Volatility connectedness on the central European forex markets

  • Original language description

    We perform a comprehensive assessment of volatility connectedness between the currencies of Central European (CE) countries using high-frequency data from 2009 to 2022. We provide evidence of asymmetries in connectedness that are dominated by negative volatility, especially during periods of economic distress. We also detect statistically significant economic or political events that lead to increased volatility connectedness. Plus, we document the impact of global shocks, not local ones. Further, the existing lag in the response of the spillover index to stressful events offers an opportunity to effectively hedge foreign exchange risk and to use the CE currencies as hedging tools. Finally, in terms of market-specific factors, liquidity dominates uncertainty as a connectedness driver. Our results are robust with respect to volatility measures and provide direct policy implications for portfolio composition and hedging.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50206 - Finance

Result continuities

  • Project

    <a href="/en/project/GA22-34451S" target="_blank" >GA22-34451S: New Methods in Pricing Government Debt: Uncertainty and Policy Implications</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2024

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    International Review of Financial Analysis

  • ISSN

    1057-5219

  • e-ISSN

    1873-8079

  • Volume of the periodical

    93

  • Issue of the periodical within the volume

    May

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    16

  • Pages from-to

    103179

  • UT code for WoS article

    001218223300001

  • EID of the result in the Scopus database

    2-s2.0-85188253584