Return-volatility linkages in the international equity and currency markets
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- Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002. "Return-volatility linkages in the international equity and currency markets," Bank of Finland Research Discussion Papers 9/2002, Bank of Finland.
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Cited by:
- Granlund, Peik, 2002. "Bank exit legislationin US, EU and Japanese financial centres," Bank of Finland Research Discussion Papers 25/2002, Bank of Finland.
- Kauko, Karlo, 2004.
"The links between securities settlement systems: An oligopoly theoretic approach,"
International Review of Financial Analysis, Elsevier, vol. 13(5), pages 585-600.
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- Karlo Kauko, 2004. "Links between securities settlement systems: An oligopoly theoretic approach," Industrial Organization 0405003, University Library of Munich, Germany.
- Keloharju, Matti & Malkamäki, Markku & Nyborg, Kjell G. & Rydqvist, Kristian, 2002.
"A Descriptive analysis of the Finnish treasury bond market 1991-1999,"
Bank of Finland Research Discussion Papers
16/2002, Bank of Finland.
- Matti Keloharju & Markku Malkamäki & Kjell G. Nyborg & Kristian Rydqvist, 2004. "A descriptive analysis of the Finnish treasury bond market 1991–1999," Finance 0405017, University Library of Munich, Germany.
- repec:kap:iaecre:v:17:y:2011:i:2:p:119-133 is not listed on IDEAS
- Mikko Niskanen, 2004. "Lender of last resort and the moral hazard problem," Macroeconomics 0405016, University Library of Munich, Germany.
- Sinha, Pankaj & Sinha, Gyanesh, 2010.
"Volatility Spillover in India, USA and Japan Investigation of Recession Effects,"
MPRA Paper
47190, University Library of Munich, Germany, revised 17 May 2013.
- Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 21873, University Library of Munich, Germany.
- Peik Granlund, 2004. "Bank exit legislation in US, EU and Japanese financial centres," Finance 0405015, University Library of Munich, Germany.
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More about this item
Keywords
international asset pricing; exchange rate determination; equity markets; relationships between currency and equity markets;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2004-05-26 (Econometric Time Series)
- NEP-FIN-2004-05-26 (Finance)
- NEP-FMK-2004-05-26 (Financial Markets)
- NEP-IFN-2004-05-26 (International Finance)
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