Is exchange rate volatility influenced by stock return volatility? Evidence from the US, the UK and Japan

Applied Economics Letters

Volumn 9, Issue 8, 2002, Pages 501-503

  Kanas, Angelos ^a  

^a UNIVERSITY OF CRETE   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; INTERNATIONAL COMPARISON; STOCK MARKET;

JAPAN; UNITED KINGDOM; UNITED STATES;

EID: 0036299734     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850110095783     Document Type: Article

References (8)

1. On the dynamic relation between stock prices and exchange rates
2. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
3. Macroeconomic determinants of real exchange rate risk
4. Monetary and portfolio-balance models of exchange rate determination
5. The stock market and exchange rate dynamics
6. Correlations in price changes and volatility across international stock markets
7. Stock markets and the exchange rate: A multicountry approach
8. Equilibrium asset prices and exchange rates