Return-volatility linkages in the international equity and currency markets
Year of publication: |
2002-05-27
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Authors: | Francis, Bill B ; Hasan, Iftekhar ; Hunter, Delroy M. |
Institutions: | Suomen Pankki |
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 |
Language: | English |
Notes: | The text is part of a series Research Discussion Papers The price is Available online only. Number 9/2002 39 pages |
Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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Return-volatility linkages in the international equity and currency markets
Francis, Bill B., (2002)
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Return-volatility linkages in the international equity and currency markets
Francis, Bill B., (2004)
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