Dynamics of volatility spillover between stock market and foreign exchange market: evidence from Asian Countries
Year of publication: |
2016
|
---|---|
Authors: | Jebran, Khalil ; Iqbal, Amjad |
Published in: |
Financial Innovation. - Heidelberg : Springer, ISSN 2199-4730. - Vol. 2.2016, 3, p. 1-20
|
Publisher: |
Heidelberg : Springer |
Subject: | Volatility spillover | Asian Countries | EGARCH | Exchange rate | Stock market |
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