Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603100601018823
Reference36 articles.
1. ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES
2. The Stable-Law Model of Stock Returns
3. Coherent Measures of Risk
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