Volatility Transmission between Exchange Rates and Stock Prices in Indonesia post 1997 Asia Crisis
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More about this item
Keywords
Indonesia financial market; volatility; GJR-GARCH; VAR;All these keywords.
JEL classification:
- G0 - Financial Economics - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-SEA-2014-03-15 (South East Asia)
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