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Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence
Home
Publications
Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence
Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence
AK
Angelos Kanas
Angelos Kanas
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1 April 2000
journal article
Published by
Wiley
in
Journal of Business Finance & Accounting
Vol. 27
(3-4)
,
447-467
https://doi.org/10.1111/1468-5957.00320
Abstract
No abstract available
Keywords
BIVARIATE EGARCH
SPILLOVERS
STOCK RETURNS
EXCHANGE RATE CHANGES
INTERDEPENDENCIES
Cited by 141 articles