Volatility spillovers between real exchange rate returns and real stock price returns in Malaysia-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Volatility spillovers between real exchange rate returns and real stock price returns in Malaysia

Published:2018-10-22 Issue:1 Volume:24 Page:131-149
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Wong Hock Tsen¹^ORCID

Affiliation:

1. Faculty of Business, Economics and Accountancy; Universiti Malaysia Sabah; Kota Kinabalu Sabah Malaysia

Funder

Universiti Malaysia Sabah

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1653/fullpdf

Reference47 articles.

1. Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia;Ahmeda;The Quarterly Review of Economics and Finance,2018

2. The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises;Bajo-Rubioa;Research in International Business and Finance,2017

3. Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach;Bala;Borsa Istanbul Review,2017

4. An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries;Balli;International Review of Economics and Finance,2015

5. The volatility of exchange rates and the non-normality of stock returns;Blau;Journal of Economics and Business,2017

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries;Prague Economic Papers;2024-08-30

2. Time and Frequency Domain Analysis of Volatility Spillovers across Financial Asset Classes in Malaysia;Bulletin of Business and Economics (BBE);2024-06-01

3. Impact of exchange rate fluctuations on US stock market returns;Managerial Finance;2023-04-06

4. Risk spillover networks in financial markets: Evidence from emerging markets;Managerial and Decision Economics;2023-03-22

5. Dynamic connectedness among Pakistani stock markets and its major trading partners;International Journal of Emerging Markets;2023-03-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3