Stock return volatility spillovers under foreign exchange market liberalization : case of Jamaica, Trinidad and tobago and the United States
Kim, Sang W.
Stock return volatility spillovers under foreign exchange market liberalization : case of Jamaica, Trinidad and tobago and the United States - [St. Augustine]TT [Caribbean Centre for Money & Finance] 1996 - 16, [6] p.
Examines whether increase in volatility spillovers is observed from a liberalization in the foreign exchange market of a small emerging stock market.
11.02.01 M742ki(1996)
Stock return volatility spillovers under foreign exchange market liberalization : case of Jamaica, Trinidad and tobago and the United States - [St. Augustine]TT [Caribbean Centre for Money & Finance] 1996 - 16, [6] p.
Examines whether increase in volatility spillovers is observed from a liberalization in the foreign exchange market of a small emerging stock market.
11.02.01 M742ki(1996)