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Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities
Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10/12, pp. 837-853
Persistent link: https://www.econbiz.de/10003538009
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Dynamic correlation between stock prices and exchange rates
Lee, Chia-hao; Doong, Shuh-chyi; Chou, Pei-i - In: Applied financial economics 21 (2011) 10/12, pp. 789-800
Persistent link: https://www.econbiz.de/10009231590
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Dynamic correlation between stock prices and exchange rates
Lee, Chia-Hao; Doong, Shuh-Chyi; Chou, Pei-I - In: Applied financial economics 21 (2011) 11, pp. 789-801
Persistent link: https://www.econbiz.de/10009029203
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Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities
Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10, pp. 837
Persistent link: https://www.econbiz.de/10007750212
Cover Image
Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities
Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10-12, pp. 837-854
Persistent link: https://www.econbiz.de/10007795936