Return-volatility linkages in the international equity and currency markets
Year of publication: |
2004-05-18
|
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Authors: | Francis, Bill B. ; Hasan, Iftekhar ; Hunter, Delroy M. |
Institutions: | EconWPA |
Subject: | international asset pricing | exchange rate determination | equity markets | relationships between currency and equity markets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; F31 - Foreign Exchange |
Source: |
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Return-volatility linkages in the international equity and currency markets
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