Volatility transmission across currencies and stock markets: GIIPS in crisis
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603107.2014.925054
Reference39 articles.
1. Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines
2. ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES
3. Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period
4. The (UN-) stable relationship between the exchange rate and its fundamentals
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