Volatility Transmission Between Stock and Foreign Exchange Markets: Evidence from Nigeria
Year of publication: |
2014
|
---|---|
Authors: | Emenike Kalu O. |
Published in: |
Journal of Banking and Financial Economics. - Wydział Zarządzania. - Vol. 1.2014, 1, p. 59-72
|
Publisher: |
Wydział Zarządzania |
Subject: | Stock market | Foreign exchange market | Volatility transmission | BEKK-GARCH-model |
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