Effects of exchange rate fluctuations on equity market volatility and correlations : evidence from the Asian financial crisis
Year of publication: |
2008
|
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Authors: | Mun, Kyung-chun |
Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 47.2008, 3, p. 77-102
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Subject: | Finanzkrise | Financial crisis | Währungsrisiko | Exchange rate risk | Volatilität | Volatility | Multinationales Unternehmen | Transnational corporation | Amerikanisch | American | Asien | Asia |
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