Malaga, Málaga 29004
University of Malaga - Departamento de Teoria e Historia Economica
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exchange rate volatility, export, trade, transition, structural breaks
Exchange rate regimes, real exchange rate, volatility
Financial Crisis, Structural Breaks, Component-GARCH Model
monetary policy, foreign shocks, multiple structural breaks, near-VAR model, CEE economies
Conditional variance, Component model, Cluster analysis, Sovereign bond yields, Economic and Monetary Union
Monetary Policy, Foreign Shocks, Multiple Structural Breaks, Near-VAR
Euro, multiple structural breaks, volatility
Convergence indicators, financial crises, nominal exchange-rate regimes.
Stock markets, Exchange rates, Market spillovers, Component-GARCH model, Long-term volatility, Short-term volatility
real and nominal exchange rates, real and nominal shocks, SVAR models, advanced
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