Volatility transmission and asymmetric linkages between the stock and foreign exchange markets: A sectoral analysis

Author： Fu Tian Yong   Holmes Mark J.   Choi Daniel F.S.  

Publisher： Emerald Group Publishing Ltd

ISSN： 1086-7376

Source： Studies in Economics and Finance, Vol.28, Iss.1, 2011-03, pp. : 36-50

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