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

• Main Authors: Adriano, Andrei Jose M., Cagampan, Miguel Lorenzo L., Koa Lee, Jerome J., Ng Cha, Alyssa Marie Gaile S., Patiu, Liberty S., Tiu, Tomas S.
• Format: text
• Published: Animo Repository 2020
• Subjects: Foreign exchange rates; Stock exchanges—Ratings and rankings; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/faculty_research/11256
• Institution: De La Salle University

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...