Dynamics of volatility spillover between stock market and foreign exchange market : evidence from Asian Countries
Year of publication: |
2016
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Authors: | Jebran, Khalil ; Iqbal, Amjad |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 2.2016, 3, p. 1-20
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Subject: | Volatility spillover | Asian Countries | EGARCH | Exchange rate | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Asien | Asia | Devisenmarkt | Foreign exchange market | Wechselkurs | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Japan | Indien | India | Börsenkurs | Share price |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-016-0021-1 [DOI] hdl:10419/176413 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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