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Stock return volatility spillovers under foreign exchange market liberalization : case of Jamaica, Trinidad and tobago and the United States

By:

Kim, Sang W

Material type: Text

TextPublication details: [Caribbean Centre for Money & Finance] [St. Augustine]TT 1996Description: 16, [6] pAction note:

2/9/09 JOYD

Summary: Examines whether increase in volatility spillovers is observed from a liberalization in the foreign exchange market of a small emerging stock market.

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Examines whether increase in volatility spillovers is observed from a liberalization in the foreign exchange market of a small emerging stock market.

2/9/09 JOYD

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