Background: The purpose of this study is to examine volatility spillover effects between stock market and foreign exchange market in selected Asian countries; Pakistan, India, Sri Lanka, China, Hong Kong and Japan. This study considered daily data from 4th January, 1999 to 1st January, 2014....

This paper analyzes the co-movements and integration of some select Asian foreign exchange markets using both time series and time-frequency approaches. The correlation structure between forex markets, and the time domain information on varying correlations, is captured using the multivariate...