Linkages between extreme stock market and currency returns

Journal of International Money and Finance

Volumn 25, Issue 3, 2006, Pages 528-550

  Cumperayot, Phornchanok ^a   Keijzer, Tjeert ^b   Kouwenberg, Roy ^c  

^a CHULALONGKORN UNIVERSITY   (Thailand)

^b Aegon   (Netherlands)

^c ASIAN INSTITUTE OF TECHNOLOGY   (Thailand)

Author keywords

Currency market; Extreme events; Spillover; Stock market

Indexed keywords

EID: 33744513085     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2006.01.007     Document Type: Article

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