Volatility Spillovers between Foreign Exchange and Emerging Stock Markets.

This paper investigates the dynamic interrelationship between exchange rate changes and stock market performance in eleven emerging markets and five developed markets. It examines the nature of information transmission across asset classes and countries in order to understand how shocks are propagated across markets.

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Year of publication:	2001
Authors:	Assoé, K.
Institutions:	HEC Montréal (École des Hautes Études Commerciales)
Subject:	EXCHANGE RATE \| STOCK MARKET \| INFORMATION

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Series:	Ecole des Hautes Etudes Commerciales de Montreal-.
Type of publication:	Book / Working Paper
Notes:	19 pages
Classification:	G10 - General Financial Markets. General ; G12 - Asset Pricing ; F31 - Foreign Exchange
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005776258