Linkages between extreme stock market and currency returns
Phornchanok Cumperayot, Tjeert Keijzer, Roy Kouwenberg
| Year of publication: |
2006
|
|---|---|
| Authors: | Cumperayot, Phornchanok J. ; Keijzer, Tjeert ; Kouwenberg, Roy |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 25.2006, 3, p. 528-550
|
| Subject: | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Welt | World | Probit-Modell | Probit model | 1996-2005 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003336184