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Exchange rate regime, volatility and international correlations on bond and stock markets

Bodart, Vincent; Reding, Paul - 1998

Persistent link: https://www.econbiz.de/10000681031

Exchange rate regime, volatility and international correlations on bond and stock markets

Bodart, Vincent; Reding, Paul - 1997

Persistent link: https://www.econbiz.de/10000987176

Exchange rate regime, volatility and international correlations on bond and stock markets

Bodart, Vincent; Reding, Paul - In: Journal of international money and finance 18 (1999) 1, pp. 133-151

Persistent link: https://www.econbiz.de/10001381648

Marchés des changes, d'obligations et d'actions : la transmission de la volatitlité entre marchés et entre pays

Bodart, Vincent - In: Revue de la banque 59 (1995) 8, pp. 427-441

Persistent link: https://www.econbiz.de/10001189994

Do foreign exchange markets matter for industry stock returns? : An empirical investigation

Bodart, Vincent (contributor); Reding, Paul (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700029

Do Foreign Exchange Markets Matter Dor Industry Stock Returns ? An empirical investigation

BODART, Vincent; REDING, Paul - Institut de Recherche Économique et Sociale (IRES), … - 2001

In this paper, we develop a bivariate two factor-two country GARCH model of stock returns in order to investigate whether exchange rate fluctuations have a significant impact on the conditional mean, variance, and correlation of industry stock returns. Weekly data for seven industries in five...

Persistent link: https://www.econbiz.de/10004985313