Xiong, Zhengde; Han, Lijun - In: Financial innovation : FIN 1 (2015) 9, pp. 1-12
The volatility spillover effect between the foreign exchange and stock markets has been a major issue in economic and financial studies. In this paper, GC-MSV model was used to study the spillover effect between the foreign exchange market and the stock market after the reform of the RMB...