Publication | Open Access

Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach

Volatility ModelingEconomicsFinancial EconomicsInternational FinanceAsset PricingMarkov-state Switching ApproachExchange Rate MovementBusinessExchange RateStock Market VolatilityExchange RatesCurrency VolatilityFinanceHigh-frequency Financial EconometricsForeign Exchange Market