TY  - RPRT
AU  - Fernández Rodríguez, Fernando
AU  - Sosvilla Rivero, Simón Javier
PY  - 2016
SN  - 2530-0849
UR  - https://hdl.handle.net/20.500.14352/27605
AB  - This paper empirically investigates volatility transmission among stock and foreign exchange markets in seven major world economies during the period July 1988 to January 2015. To this end, we first perform a static and dynamic analysis to measure the...
LA  - eng
A3  - Instituto Complutense de Estudios Internacionales (ICEI)
KW  - Stock markets
KW  - Exchange rates
KW  - Market Linkages
KW  - Vector Autoregression
KW  - Variance Decomposition
TI  - Volatility transmission between stock and exchange-rate markets: A connectedness analysis
TY  - technical report
VL  - 2016
ER  -