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Empirical properties of currency risk in country index portfolios

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  • Alaganar, V.T.
  • Bhar, Ramaprasad

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  • Alaganar, V.T. & Bhar, Ramaprasad, 2007. "Empirical properties of currency risk in country index portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(1), pages 159-174, March.
    • Handle: RePEc:eee:quaeco:v:47:y:2007:i:1:p:159-174
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    Cited by:

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    2. Debasish Maitra & Varun Dawar, 2019. "Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India," Global Business Review, International Management Institute, vol. 20(1), pages 214-237, February.
    3. Zhengde Xiong & Lijun Han, 2015. "Volatility spillover effect between financial markets: evidence since the reform of the RMB exchange rate mechanism," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 1(1), pages 1-12, December.

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