Returns and volatility spillover between stock prices and exchange rates

By Manish Kumar. 2013

122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/0a10e498dee9c568b81b3e3e74e26caa3b42769a

Citations in the corpus

• Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillovers (2015, unknown): “2The DY index has been rapidly adopted in the relevant literature, for example, by McMillan and Speight (2010); Yilmaz (2010); Bubák et al. (2011); Fujiwara and Takahashi (2012); Kumar (2013); Fengler and Gisler (2015).”
• Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2020, unknown): “, 2010), and with the increased role of developing countries in the global economy, it becomes essential to include emerging markets in any analysis of information transmission mechanisms (e.g., Syriopoulos et al., 2015, Diebold & Yilmaz, 2009, 2012; Singh et al. 2010; Yilmaz, 2010; Kumar, 2013; Cho”