Jebran, Khalil; Iqbal, Amjad - In: Financial Innovation 2 (2016) 3, pp. 1-20
Background: The purpose of this study is to examine volatility spillover effects between stock market and foreign exchange market in selected Asian countries; Pakistan, India, Sri Lanka, China, Hong Kong and Japan. This study considered daily data from 4th January, 1999 to 1st January, 2014....