Stock and Currency Market Linkages : New Evidence from Realized Spillovers in Higher Moments
Year of publication: |
2016
|
---|---|
Authors: | Do, Hung Xuan |
Other Persons: | Brooks, Robert D. (contributor) ; Treepongkaruna, Sirimon (contributor) ; Wu, Eliza (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Japan | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Review of Economics & Finance, Vol. 42, 167-185, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 20, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.1913702 [DOI] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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