DYNAMIC CORRELATION BETWEEN STOCK RETURNS AND EXCHANGE RATE AND ITS DEPENDENCE ON THE CONDITIONAL VOLATILITIES - THE CASE OF SEVERAL EASTERN EUROPEAN COUNTRIES-Reference-Cited by-同舟云学术

DYNAMIC CORRELATION BETWEEN STOCK RETURNS AND EXCHANGE RATE AND ITS DEPENDENCE ON THE CONDITIONAL VOLATILITIES - THE CASE OF SEVERAL EASTERN EUROPEAN COUNTRIES

Published:2015-10-15 Issue:S1 Volume:68 Page:28-41
ISSN:0307-3378
Container-title:Bulletin of Economic Research
language:en
Short-container-title:Bulletin of Economic Research

Author:

Živkov Dejan¹,Njegić Jovan¹,Pavlović Jasmina¹

Affiliation:

1. Novi Sad Business School; Novi Sad Serbia

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/boer.12059/fullpdf

Reference34 articles.

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