Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries
Year of publication: |
2004
|
---|---|
Authors: | Yang, Sheng-Yung ; Doong, Shuh-Chyi |
Published in: |
International Journal of Business and Economics. - College of Business, ISSN 1607-0704. - Vol. 3.2004, 2, p. 139-153
|
Publisher: |
College of Business |
Subject: | exchange rate | stock price | bivariate EGARCH model | asymmetric volatility spillover |
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