مرکز منطقه ای اطلاع رساني علوم و فناوري - Volatility and correlation in international stock markets and the role of exchange rate fluctuations

Title of article :

Volatility and correlation in international stock markets and the role of exchange rate fluctuations

Author/Authors :

Kyung-Chun Mun، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

To page :

Keywords :

Exchange rate fluctuations , Conditional volatility , Conditional correlation

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2007

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189769

Link To Document :