Stock and foreign exchange market linkages in emerging economies
Year of publication: |
2013
|
---|---|
Authors: | Andreou, Elena ; Matsi, Maria ; Savvides, Andreas |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 27.2013, C, p. 248-268
|
Publisher: |
Elsevier |
Subject: | Volatility spillovers | MGARCH | Emerging economies |
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