Volatility transmission and asymmetric effect between stock and foreign exchange markets among the brics
This study examines the pattern of volatility transmission and asymmetric effects between the stock and foreign exchange market among the BRICs (Brazil, Russia, India and China) after the recognition on BRICs concept in 2003. By using weekly data across the study period 1st January 2003 until 31st D...
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| Format: | Final Year Project Report / IMRAD |
| Language: | English |
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Universiti Malaysia Sarawak, (UNIMAS)
2011
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| Online Access: | http://ir.unimas.my/id/eprint/6446/ http://ir.unimas.my/id/eprint/6446/4/Khoo%20full.pdf |