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Return and volatility spillover between stock price and exchange rate : Indian evidence
Majumder, Sayantan Bandhu; Nag, Ranjanendra Narayan - In: International journal of economics and business research 10 (2015) 4, pp. 326-340
Persistent link: https://www.econbiz.de/10011449241
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Return linkages and volatility spillover effect between stock markets and currency markets : Evidence from India
Sharma, Gagan Deep; Mishra, Namish - In: Review of market integration 7 (2015) 3, pp. 175-197
Persistent link: https://www.econbiz.de/10012625051
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Crude oil, stock market, and foreign exchange return volatility and spillover : a GARCH DCC analysis of Indian and Japanese financial market
Mishra, Amritkant - In: International journal of business innovation and research 20 (2019) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10012144491
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
Persistent link: https://www.econbiz.de/10011376190
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
trivariate VAR BEKK GARCH (1,1) model, the study finds that there are significant return and volatility spillover effects between …The key objective of this study is to investigate the return and volatility spillover effects among stock market … and the US stock market to the Korean stock market, and the volatility spillover effect from the Japanese stock market to …
Persistent link: https://www.econbiz.de/10011572873
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Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil
Ely, Regis Augusto - In: Latin American business review : journal of the … 16 (2015) 4, pp. 305-325
Persistent link: https://www.econbiz.de/10011458821
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Dynamic dependence structure between Chinese stock market returns and RMB exchange rates
Li, Rong; Hu, Zongyi; Li, Sufang; Yu, Keming - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 15, pp. 3553-3574
Persistent link: https://www.econbiz.de/10012211176
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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
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Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2022
Persistent link: https://www.econbiz.de/10013166947
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Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - In: Annals of financial economics 17 (2022) 1, pp. 1-46
Persistent link: https://www.econbiz.de/10013189116