External stocks and volatility overflow among the exchange rate of the Yen, Nikkei, TOPIX and sectoral stock indices
Year of publication: |
2021
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Authors: | Sultonov, Mirzosaid |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 11, Art.-No. 560, p. 1-13
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Subject: | volatility spillover | exchange rate | stock market | Japan | Volatilität | Volatility | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Yen | Börsenkurs | Share price | Schätzung | Estimation | Aktienindex | Stock index |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14110560 [DOI] hdl:10419/258663 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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