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Are volatility spillovers between currency and equity market driven by economic states? Evidence from the US economy
Grobys, Klaus
- In:
Economics Letters
127
(
2015
)
C
,
pp. 72-75
the level of total volatility spillover effects is high only when they precede periods of
economic
turbulence
. If the …
Persistent link: https://www.econbiz.de/10011189518
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2
Are volatility spillovers between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus
- In:
Economics letters
127
(
2015
),
pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
Saved in:
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