Koulakiotis, Athanasios; Lyroudi, Katerina; Thomaidis, Nikos - In: Studies in Economics and Finance 27 (2010) March, pp. 4-18
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....