Price Volatility and Financial Instability

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 useful in assessing financial soundness. Daily... READ MORE...

Publication date: May 2001
ISBN 9781451848052
$15.00

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Publication date: May 2001

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