Volatility transmission and asymmetric effect between stock and foreign exchange markets among the brics

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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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Bibliographic Details
Main Author:	Khoo, Wai Hoe
Format:	Final Year Project Report / IMRAD
Language:	English
Published:	Universiti Malaysia Sarawak, (UNIMAS) 2011
Subjects:	HA Statistics HB Economic Theory HG Finance
Online Access:	http://ir.unimas.my/id/eprint/6446/ http://ir.unimas.my/id/eprint/6446/4/Khoo%20full.pdf

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