Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates

✍ Scribed by Walid Chkili; Chaker Aloui; Duc Khuong Nguyen

• Book ID: 116575460
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 635 KB
• Volume: 22
• Category: Article
• ISSN: 1042-4431
• DOI: 10.1016/j.intfin.2012.04.009