Exploring the Dynamic Correlations Between Stock Market Indexes and Exchange Rates: During- And Post-Crisis Insights from USA, Japan, China, England, and Thailand
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-59110-5_23
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5. Forbes, K.J., Rigobon, R.: No contagion, only interdependence: measuring stock market comovements. J. Financ. 57(5), 2223–2261 (2002)
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