Volatility transmission and asymmetric linkages between the stock and foreign exchange markets : a sectoral analysis
Tian Yong Fu; Mark J. Holmes; Daniel F. S. Choi
| Year of publication: |
2011
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|---|---|
| Authors: | Fu, Tian Yong ; Holmes, Mark J. ; Choi, Daniel F. S. |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 28.2011, 1, p. 36-50
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| Subject: | Stock markets | Foreign exchange | Volatility | Japan | Statistical distribution | Volatilität | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Börsenkurs | Share price | Schätzung | Estimation |
| 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/10009007562