Volatility and correlation in international stock markets and the role of exchange rate fluctuations

Journal of International Financial Markets, Institutions and Money

Volumn 17, Issue 1, 2007, Pages 25-41

  Mun, Kyung Chun ^a  

^a TRUMAN STATE UNIVERSITY   (United States)

Author keywords

Conditional correlation; Conditional volatility; Exchange rate fluctuations

Indexed keywords

EID: 33845595404     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2005.08.006     Document Type: Article

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