Downside and upside risk spillovers between exchange rates and stock prices
Juan C. Reboredo, Miguel A. Rivera-Castro, Andrea Ugolini
| Year of publication: |
January 2016
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|---|---|
| Authors: | Reboredo, Juan Carlos ; Rivera-Castro, Miguel A. ; Ugolini, Andrea |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 62.2016, p. 76-96
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| Subject: | Stock prices | Exchange rates | Spillover | Downside risk | Upside risk | Copulas | Emerging markets | Börsenkurs | Share price | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Schätzung | Estimation | Risiko | Risk | Risikomaß | Risk measure | Währungsrisiko | Exchange rate risk | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634069