Πλοήγηση Τμήμα Οικονομικών / Department of Economics ανά Θέμα "Volatility spillovers"
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Article
Stock and foreign exchange market linkages in emerging economies
(2013)This paper investigates bi-directional linkages between the stock and foreign exchange markets of a number of emerging economies. This is accomplished by estimating a vector autoregressive model with Generalized Autoregressive ...