Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Nurul Mozumder"'
Publikováno v:
Journal of Economic Studies, 2015, Vol. 42, Issue 4, pp. 561-577.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JES-02-2014-0029
Publikováno v:
Coventry University
We employ an Exponential Generalised Autoregressive Conditional Heteroskedasticity (EGARCH) model to examine the volatility spillover effects between stock prices and exchange rates in three developed and three emerging countries, across the recent p
Publikováno v:
Economic Issues. Mar2015, Vol. 20 Issue 1, p43-64. 22p.
Publikováno v:
Journal of Economic Studies; 2015, Vol. 42 Issue 4, p561-577, 17p