Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market
Year of publication: |
July-December 2016
|
---|---|
Authors: | Karunanayake, Indika |
Published in: |
Journal of international economic review. - New Delhi : Serials Publ., ISSN 0975-2072, ZDB-ID 2426972-4. - Vol. 9.2016, 2, p. 225-239
|
Subject: | Stock returns | volatility | exchange rates | univariate GARCH model | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Australien | Australia | Schätzung | Estimation | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
-
Karunanayake, Indika, (2014)
-
Zhang, Kai, (2018)
-
Rashid, Abdul, (2022)
- More ...
-
GDP Growth and the Interdependency of Volatility Spillovers
Karunanayake, Indika, (2012)
-
Asymmetric Dynamics in Stock Market Volatility
Karunanayake, Indika, (2011)
-
FINANCIAL CRISES AND INTERNATIONAL STOCK MARKET VOLATILITY TRANSMISSION
KARUNANAYAKE, INDIKA, (2010)
- More ...