TY  - JOUR
AU  - Morales-Zumaquero, Amalia
AU  - Sosvilla Rivero, Simón Javier
PY  - 2018
DO  - 10.1016/j.qref.2018.04.013
SN  - 1062-9769
UR  - https://hdl.handle.net/20.500.14352/19020
T2  - Quarterly Review of Economics and Finance
AB  - This paper empirically analyses the evidence of intra-spillovers and inter-spillovers between foreign exchange and stock markets in the seven economies which constitute the majority of foreign exchange transactions (i.e. the United Kingdom, the United...
LA  - eng
M2  - 121
PB  - Elsevier
KW  - Stock markets
KW  - Exchange rates
KW  - Market spillovers
KW  - Component-GARCH model
KW  - Long-run volatility
KW  - Short-run volatility
TI  - Volatility spillovers between foreign exchange and stock markets in industrialized countries
TY  - journal article
VL  - 70
ER  -