Return-volatility linkages in the international equity and currency markets
Year of publication: |
2002
|
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Authors: | Francis, Bill B. ; Hasan, Iftekhar ; Hunter, Delroy M. |
Publisher: |
Helsinki : Bank of Finland |
Subject: | international asset pricing | exchange rate determination | equity markets | relationships between currency and equity markets |
Series: | Bank of Finland Discussion Papers ; 9/2002 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 951-686-779-0 |
Other identifiers: | hdl:10419/211913 [Handle] RePEc:zbw:bofrdp:rdp2002_009 [RePEc] |
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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