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Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F12%3A86083096%21RIV13-MSM-27510___
rdf:type
n10:Vysledek skos:Concept
dcterms: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 of only 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 risk estimation model performance across European FX rate market. 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 of only 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 risk estimation model performance across European FX rate market.
dcterms:title
Interesting findings about risk estimation and backtesting at European FX rate market Interesting findings about risk estimation and backtesting at European FX rate market
skos:prefLabel
Interesting findings about risk estimation and backtesting at European FX rate market Interesting findings about risk estimation and backtesting at European FX rate market
skos:notation
RIV/61989100:27510/12:86083096!RIV13-MSM-27510___
n10:predkladatel
n18:orjk%3A27510
n3:aktivita
n15:S
n3:aktivity
S
n3:dodaniDat
n20:2013
n3:domaciTvurceVysledku
n8:9910506 n8:3252833
n3:druhVysledku
n14:C
n3:duvernostUdaju
n4:S
n3:entitaPredkladatele
n16:predkladatel
n3:idSjednocenehoVysledku
142362
n3:idVysledku
RIV/61989100:27510/12:86083096
n3:jazykVysledku
n13:eng
n3:klicovaSlova
market; rate; European; backtesting; and; estimation; risk; about; findings; Interesting
n3:klicoveSlovo
n5:market n5:risk n5:Interesting n5:about n5:estimation n5:backtesting n5:findings n5:European n5:and n5:rate
n3:kontrolniKodProRIV
[1199F3E99FB5]
n3:mistoVydani
London
n3:nazevZdroje
Financial integration in the European Union
n3:obor
n12:AH
n3:pocetDomacichTvurcuVysledku
2
n3:pocetStranKnihy
264
n3:pocetTvurcuVysledku
2
n3:rokUplatneniVysledku
n20:2012
n3:tvurceVysledku
Tichý, Tomáš Cielepová, Gabriela
s:numberOfPages
20
n19:hasPublisher
Routledge
n17:isbn
978-0-415-69076-8
n9:organizacniJednotka
27510