Downside and upside risk spillovers between exchange rates and stock prices

  1. Reboredo, J.C.
  2. Rivera-Castro, M.A.
  3. Ugolini, A.
Revista:
Journal of Banking and Finance

ISSN: 0378-4266

Ano de publicación: 2016

Volume: 62

Páxinas: 76-96

Tipo: Artigo

DOI: 10.1016/J.JBANKFIN.2015.10.011 GOOGLE SCHOLAR