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Volatility spillovers between foreign exchange and stock markets in industrialized countries
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 121-136
Persistent link: https://www.econbiz.de/10012035037
Saved in:
2
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
3
Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
Saved in:
4
Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach
Koulakiotis, Athanasios
;
Kiohos, Apostolis
;
Babalos, …
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1273-1285
Persistent link: https://www.econbiz.de/10010512069
Saved in:
5
Stock price index and exchange rate nexus in African markets
Raji, Jimoh Olajide
;
Yusnidah Ibrahim
;
Ahmad, Aznor
- In:
International economic journal
31
(
2017
)
1
,
pp. 112-134
Persistent link: https://www.econbiz.de/10011800441
Saved in:
6
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling
-
1988
Persistent link: https://www.econbiz.de/10000133228
Saved in:
7
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
8
Asymmetries in volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538600
Saved in:
9
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
10
An empirical study of the interrelationships, integration and the efficiency of stock and foreign exchange markets in Fiji
Paul, Muthucattu Thomas
;
Uriam, Timiti
- In:
Journal of quantitative economics : official journal of …
12
(
2014
)
1
,
pp. 154-167
Persistent link: https://www.econbiz.de/10011504410
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