Linkages between Thai stock and foreign exchange markets under the floating regime
Komain Jiranyakul
| Year of publication: |
2012
|
|---|---|
| Authors: | Jiranyakul, Komain |
| Published in: |
Journal of financial economic policy. - Bingley : Emerald, ISSN 1757-6385, ZDB-ID 2527222-6. - Vol. 4.2012, 4, p. 305-319
|
| Subject: | Stock prices | Exchange rates | Bivariate GARCH | Causality | Volatility spillover | Thailand | Volatilität | Volatility | Börsenkurs | Share price | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009674900