Volatility transmission across currencies and stock markets: GIIPS in crisis
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DOI: 10.1080/09603107.2014.925054
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- Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simón, 2018. "Volatility spillovers between foreign exchange and stock markets in industrialized countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 121-136.
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