Interrelationship and spillover effect between stock and exchange rate markets in the major emerging economies
Year of publication: |
June 2018
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Authors: | Njegić, Jovan ; Živkov, Dejan ; Janković, Irena |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 27.2018, 3, p. 270-292
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Subject: | BEKK-GARCH | exchange rate | stocks | structural breaks | Wechselkurs | Exchange rate | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Strukturbruch | Structural break | Kointegration | Cointegration |
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