Price common volatility or volume common volatility? : Evidence from Taiwan's exchange rate and stock markets
Year of publication: |
2004
|
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Authors: | Chen, Shyh-wei ; Shen, Chung-hua |
Published in: |
Asian economic journal : journal of the East Asian Economic Association. - Richmond, Vic. : Wiley-Blackwell, ISSN 1351-3958, ZDB-ID 1134817-3. - Vol. 18.2004, 2, p. 185-211
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Subject: | Börsenkurs | Share price | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | ARCH-Modell | ARCH model | Taiwan | Korrelation | Correlation |
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