An empirical analysis of the US dollar, yen and eurodollar exchange shock mean and volatility spillover to domestic and China stock markets
Year of publication: |
2009
|
---|---|
Authors: | Wei, Ching Chun |
Published in: |
International journal of economics. - New Delhi : Serials Publ., ISSN 0973-6719, ZDB-ID 2518665-6. - Vol. 3.2009, 1, p. 61-76
|
Subject: | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Volatilität | Volatility | US-Dollar | US dollar | Yen | Euromarkt | Euromarkets | USA | United States | Japan | EU-Staaten | EU countries | China |
-
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos, (2012)
-
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos, (2012)
-
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos, (2012)
- More ...
-
Wei, Ching Chun, (2016)
-
Wei, Ching Chun, (2016)
-
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun, (2016)
- More ...