Interrelationship and spillover effect between stock and exchange rate markets in the major emerging economies
Jovan Njegić, Dejan Živkov, Irena Janković
| 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 | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Strukturbruch | Structural break | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18267/j.pep.669 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011895332