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Persistent link: https://www.econbiz.de/10013411314
Persistent link: https://www.econbiz.de/10003961499
Purpose – The purpose of this paper is to examine volatility transmissions between portfolios of cross-listed equities and exchange rate differences and also the volatility persistence for home, foreign equities, and exchange rate differences in the UK and German markets....
Persistent link: https://www.econbiz.de/10009392949
Purpose – The purpose of this paper is to examine volatility transmissions between portfolios of cross‐listed equities and exchange rate differences and also the volatility persistence for home, foreign equities, and exchange rate differences in the UK and German markets....
Persistent link: https://www.econbiz.de/10015013604