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Purpose – The purpose of this paper is to analyze volatility transmission between the Japanese stock and foreign … study period 1994-2007, it was found that news shocks in the Japanese currency market account for volatility transmission in … industries. Research limitations/implications – While the BEKK-GARCH model enables analysis of volatility transmission between …
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Purpose – The aim of this paper is to examine the relationship between weather (temperature) and stock market returns using daily data from Portugal; also, to examine whether the temperature is driven by calendar-related anomalies such as the January and trading month effects....
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