Dynamic linkages between Japan's foreign exchange and stock markets: Response to the Brexit referendum and the 2016 U.S. presidential election
Year of publication: |
2018
|
---|---|
Authors: | Sultonov, Mirzosaid ; Jehan, Shahzdah Nayyar |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 11.2018, 3, p. 1-8
|
Publisher: |
Basel : MDPI |
Subject: | Brexit | U.S. presidential election | Japan | financial markets | DCC-GARCH |
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