Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680701302653
Reference51 articles.
1. ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES
2. On the relationship between stock returns and exchange rates: Tests of granger causality
3. Stock prices and the effective exchange rate of the dollar
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