TY  - JOUR
AU  - Fernández-Rodríguez, Fernando
AU  - Sosvilla Rivero, Simón Javier
PY  - 2020
DO  - 10.1080/00036846.2019.1683143
SN  - 1466-4283
UR  - https://hdl.handle.net/20.500.14352/6150
T2  - Applied Economics
AB  - This paper empirically investigates volatility transmission among stock and foreign exchange markets in seven major world economies during the period July 1988 to May 2018. To this end, we first perform a static and dynamic analysis to measure the...
LA  - eng
M2  - 2096
PB  - Taylor & Francis
KW  - Stock markets
KW  - Foreign exchange rates
KW  - Market linkages
KW  - Vector autoregression
KW  - Variance decomposition.
TI  - Volatility transmission between stock and foreign exchange markets: A connectedness analysis
TY  - journal article
VL  - 52
ER  -