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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:
Journal of Economic Studies. 42:561-577
Purpose – The purpose of this paper is to investigate the sensitivity of firm value to exchange rate (ER) movements, and the determinants of such exposure for 100 European blue chip companies over 2001-2012. Design/methodology/approach – The auth
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