DCC Analysis of Two Exchange Rate Market Returns Volatility with a Factor of Switzerland Exchange Rate Market: Study of Japan and Korea Markets.
Wann-Jyi HorngPublished in: BIFE (2012)
Keyphrases
- exchange rate
- foreign exchange
- stock price
- financial markets
- short run
- financial crisis
- risk aversion
- stock market
- financial time series
- currency exchange
- long run
- stock returns
- non stationary
- news articles
- quantitative analysis
- online markets
- early warning
- stock exchange
- market share
- monetary policy
- financial data
- market data
- investment strategies
- data analysis
- electronic commerce
- knowledge discovery
- long term