Browsing by Author "Fu, Tian Yong"

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Volatility Spillovers between New Zealand Stock Market Returns and Exchange Rate Changes before and after the 1997 Asian Financial Crisis

Choi, Daniel F.S.; Fang, Victor; Fu, Tian Yong (2009)

Researchers in the last decade have been investigating the interdependence of stock returns and exchange rate changes within the same economy. Kanas (2000) and Yang and Doong (2004) find that for the G-7 countries, in ...