인용/피인용
인도와 파키스탄의 외환시장 및 주식시장 연관성 분석
신종협
2018년
' 인도와 파키스탄의 외환시장 및 주식시장 연관성 분석' 의 참고문헌
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환율과 환율변동성이 주식수익률에 미치는 영향이사영 [2017]
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인도와 주요교역국의 주식시장 간 연관성 분석신종협 [2015]
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Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from NigeriaEmenike, K. O. [2014]
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Transmission of Equity Returns and Volatility in Asian Developed and Emerging Markets: A Multivariate GARCH AnalysisWorthington, A. C. [2004]
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Return and Volatility Dynamics among Four African Equity Markets: A Multivariate VAR-EGARCH AnalysisKuttu, A. [2014]
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Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying CovariancesBollerslev, T. [1992]
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Multivariate Simultaneous Generalized ARCHEngle, R. [1995]
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Modelling the Dynamic Interdependence of Major European Stock MarketsKoutmos, G. [1996]
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Modeling the Coherence in Short-run Nominal Exchange Rate: A Multivariate Generalized ARCH ModelBollerslev, T. [1990]
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Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis: A VAR-GARCH-in-Mean AnalysisBabalos, V. [2016]
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Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA ExperienceCanarella, G. [2009]
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Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence form VAR-EGARCH ModellingQayyum, A. [2014]
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Asymptotic Theory for a Vector ARMA-GARCH ModelMcAleer, M. [2003]