Interdependencies between Exchange Rate Volatility and Stock Market Sectors: A Case Study of Poland
This study analyzes the transmission of foreign exchange market volatility from the stock market sectors and vice versa, in the case of Poland. The methodology used, spillovers indices, offers the possibility of studying volatility spillovers in different market conditions: bear and bull market. T...
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| Huvudupphov: | , |
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| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
Ovidius University Press
2025-02-01
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| Serie: | Ovidius University Annals: Economic Sciences Series |
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| Länkar: | https://stec.univ-ovidius.ro/html/anale/RO/2024i2/Section%205/3.pdf |
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