TY  - RPRT
AU  - Morales Zumaquero, Amalia
AU  - Sosvilla Rivero, Simón Javier
PY  - 2017
SN  - 2530-0849
UR  - https://hdl.handle.net/20.500.14352/22885
AB  - This paper empirically analyses the evidence of intra-spillovers and inter-spillovers between foreign exchange and stock markets in the seven economies which concentrate the majority of foreign exchange transactions (i.e. United Kingdom, Euro area,...
LA  - eng
A3  - Instituto Complutense de Estudios Internacionales (ICEI)
KW  - Stock markets
KW  - Exchange rates
KW  - Market spillovers
KW  - Component-GARCH model
KW  - Longterm volatility
KW  - Short-term volatility
TI  - Volatility spillovers between foreing-exchange and stock markets
TY  - technical report
VL  - 2017
ER  -