Szabolcs Blazsek

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

258

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Forecasting Hedge Funds Volatility: A Markov Regime-Switching Approach

Number of pages: 45 Posted: 28 Feb 2011
Szabolcs Blazsek and Anna Downarowicz
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 223 (139,352)

Abstract:

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hedge fund indices, idiosyncratic return, Markov switching model, volatility forecasting

2.

The Liquidity and Liquidity Distribution Effects in Emerging Markets: The Case of Jordan

IMF Working Paper No. 09/228
Number of pages: 26 Posted: 26 Oct 2009
Jerome Vandenbussche, Szabolcs Blazsek and Stanley Watt
International Monetary Fund (IMF), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 35 (452,654)

Abstract:

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Banking systems, Central banks, Demand for money, Excess liquidity, Jordan, Liquidity management, Monetary operations, Monetary policy, Money markets, Money supply, Reserve requirements