期刊Asymmetric-effects-and-long-memory-in-dynamic-vola.pdfVIP

Int. Fin. Markets, Inst. and Money 22 (2012) 738–757 Contents lists available at SciVerse ScienceDirect Journal of International Financial Markets, Institutions Money journal homepage: /locate/intfin Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates a b c,∗ Walid Chkili , Chaker Alou