Volatility transmission between the foreign exchange rate and stock market from 2004-2018: An empirical analysis of selected emerging markets of Asia-Pacific region

• المؤلفون الرئيسيون: Adriano, Andrei Jose M., Cagampan, Miguel Lorenzo L., Koa Lee, Jerome J., Ng Cha, Alyssa Marie Gaile S., Patiu, Liberty S., Tiu, Tomas S.
• التنسيق: text
• منشور في: Animo Repository 2020
• الموضوعات: Foreign exchange rates; Stock exchanges—Ratings and rankings; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/faculty_research/11256

Global financial integration and increasing trade facilitated the free movement of capital among countries, especially in financial markets. The complexities of the transactions and extremely large increase in the volume of transactions contributed to exposure to external shock by these markets. The...