Volatility spillovers between stock market returns and exchange rate changes: The New Zealand case

Choi, DFS, Fang, Victor and Fu, TY 2007, Volatility spillovers between stock market returns and exchange rate changes: The New Zealand case, in MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings, Modelling and Simulation Society of Australia and New Zealand, Canberra, A.C.T., pp. 2160-2167.

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Title Volatility spillovers between stock market returns and exchange rate changes: The New Zealand case
Author(s) Choi, DFS
Fang, VictorORCID iD for Fang, Victor orcid.org/0000-0001-8914-3363
Fu, TY
Conference location Christchurch, New Zealand
Conference dates 2013/12/10 - 2013/12/13
Title of proceedings MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings
Publication date 2007
Start page 2160
End page 2167
Total pages 8
Publisher Modelling and Simulation Society of Australia and New Zealand
Place of publication Canberra, A.C.T.
ISBN 9780975840047
HERDC Research category EN.1 Other conference paper
Persistent URL http://hdl.handle.net/10536/DRO/DU:30101782

Document type: Conference Paper
Collection: Department of Finance
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