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Stock and foreign exchange market linkages in emerging economies · Study

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Stock and foreign exchange market linkages in emerging economies

Elena Andreou, Maria Matsi, Andreas Savvides

2013-09-17articleJournal of International Financial Markets Institutions and Money59 citationsgreen

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements

1995Multivariate Simultaneous Generalized ARCH

1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

1995Time‐Varying World Market Integration

n.d.Multivariate GARCH models: a survey

1990Correlations in Price Changes and Volatility across International Stock Markets

2000Foreign Speculators and Emerging Equity Markets

1997Emerging equity market volatility

Cited by

2022The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies

2018Extreme co-movements and dependencies among major international exchange rates: A copula approach

2019Stock prices, exchange rates and portfolio equity flows

Details

Year2013

Typearticle

VenueJournal of International Financial Markets Institutions and Money

Languageen

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Identifiers

doi10.1016/j.intfin.2013.09.003

openalex_workW2070992181

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