The Study of long-Term Memory in Dynamic Volatility Relationship between Stock Returns and Exchange Rates
Nowadays, the issue of how to choose an appropriate system of currency exchange can be considered as one the pivots of macroeconomic policies and, in turn, currency fluctuation turns to one of the most crucial concerns of each country’s foreign commerce. Since, stock returns in the stock market are...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2018-09-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_23303_39bb02e3e1f46d8fa7afc4e464e59a6f.pdf |