Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Hung Xuan Do, Robert Brooks, Sirimon Treepongkaruna
| Year of publication: |
2015
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|---|---|
| Authors: | Do, Hung Xuan ; Brooks, Robert ; Sirimon Treepongkaruna |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 28.2015, p. 24-37
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| Subject: | VAR | Bootstrap | High-frequency data | Spill-over | Higher moments | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Aktienmarkt | Stock market | Volatilität | Volatility | Wechselkurs | Exchange rate | VAR-Modell | VAR model | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2015.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011478085