Volatility spillover between stock prices and exchange rates: New evidence across the recent financial crisis period

Nurul Mozumder, Glauco De Vita, Sandy Kyaw, Charles Larkin

Research output: Contribution to journal › Article › peer-review

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@article{0996c5ff0181410db3b4bc1e04b4800d,

title = "Volatility spillover between stock prices and exchange rates: New evidence across the recent financial crisis period",

author = "Nurul Mozumder and {De Vita}, Glauco and Sandy Kyaw and Charles Larkin",

year = "2015",

month = mar,

day = "31",

language = "Undefined/Unknown",

volume = "20",

pages = "43--64",

journal = "Economic Issues ",

issn = "2514-5479",

number = "1",

}