Stock and Foreign Exchange Market Linkages in Emerging Economies
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- Andreou, Elena & Matsi, Maria & Savvides, Andreas, 2013. "Stock and foreign exchange market linkages in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 248-268.
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More about this item
Keywords
Volatility Spillovers; MGARCH; Emerging Economies;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2013-01-12 (Financial Markets)
- NEP-IFN-2013-01-12 (International Finance)
- NEP-SEA-2013-01-12 (South East Asia)
Statistics
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