Returns and volatility spillover between stock prices and exchange rates : empirical evidence from IBSA countries
Year of publication: |
2013
|
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Authors: | Kumar, Manish |
Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 8.2013, 2, p. 108-128
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Kointegration | Cointegration |
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