Open AccessAnalysis of the Correlation Structure between Stock and Exchange Rate Markets: An Example of China on Asian emerging Markets
Author(s) -
Ming-Chieh Wang,
Sook-Hui Lee
Publication year - 2016
Publication title -
accounting and finance research
Language(s) - English
Resource type - Journals
eISSN - 1927-5994
pISSN - 1927-5986
DOI - 10.5430/afr.v5n2p104
Subject(s) - exchange rate , china , stock (firearms) , stock market , spillover effect , emerging markets , stock exchange , economics , autoregressive conditional heteroskedasticity , monetary economics , volatility (finance) , stock market bubble , financial economics , econometrics , business , finance , macroeconomics , mechanical engineering , paleontology , horse , political science , law , biology , engineering