Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?
نویسندگان
چکیده
منابع مشابه
Preliminary Inter-Temporal Volatility Spillovers and Price Dynamics Within and Between Spot and Futures Stock Markets
Formative studies have thoroughly examined causality within and between different spot and futures markets with a motivation to discover market co-movements, price leadership effects, and more recently, volatility spillovers across markets. However, the empirical framework within which this has been accomplished has neither analysed foreign spillover effects upon a spot / futures relationship n...
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ژورنال
عنوان ژورنال: International Journal of Management and Economics
سال: 2015
ISSN: 2299-9701
DOI: 10.1515/ijme-2015-0022