Dependence between volatility of stock price index returns and volatility of exchange rate returns under QE programs: Case studies of Thailand and Singapore
© Springer International Publishing Switzerland 2016. This study found the evidences of the dependence between the volatility of stock price index returns and the volatility of exchange rate returns measured against US Dollar and Japanese Yen, and the independence between the volatility of stock pri...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952683736&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55589 |
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| Institution: | Chiang Mai University |