Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Year of publication: |
2014
|
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Authors: | Ahmed, Walid M. A. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 19/21, p. 1347-1359
|
Subject: | foreign exchange market | equity market | Egypt | mean and variance spillover effects | EC-EGARCH model | political unrest | Ägypten | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Theorie | Theory |
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