Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe
Year of publication: |
2010
|
---|---|
Authors: | Fedorova, Elena ; Saleem, Kashif |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 60.2010, 6, p. 519-533
|
Publisher: |
Institut ekonomických studií |
Subject: | GARCH-BEKK | volatility spillovers | stock market | currency market | Emerging Eastern Europe | Russia |
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