Liquidity risk and time-varying correlation between equity and currency returns
Year of publication: |
April 2017
|
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Authors: | Jung, Kuk Mo |
Published in: |
Economic inquiry : journal of the Western Economic Association International. - Hoboken, NJ : Wiley-Blackwell, ISSN 0095-2583, ZDB-ID 191139-9. - Vol. 55.2017, 2, p. 898-919
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Subject: | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Wechselkurs | Exchange rate | Risiko | Risk | Volatilität | Volatility | Liquidität | Liquidity | OECD-Staaten | OECD countries | 1991-2014 |
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