The effects of asymmetric volatility shocks on equity and foreign exchange rate interactions
Year of publication: |
2010
|
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Authors: | Flavin, Thomas J. ; Panopulu, Aikaterinē ; Pantelidis, Theologos ; Unalmis, Deren |
Published in: |
Finance and banking developments. - New York, NY : Nova Science Publ., ISBN 978-1-60876-329-0. - 2010, p. 137-157
|
Subject: | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Schock | Shock | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Ostasien | East Asia | Indonesien | Indonesia | Südkorea | South Korea | Philippinen | Philippines | Singapur | Singapore | Thailand |
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