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Keywords: Stock volatility
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies (2018) 45 (5): 994–1031.
Published: 08 October 2018
..., 1980). MENA region Stock volatility Foreign exchange rates VECH–GARCH C32 F31 G15 There has been a long-standing empirical debate regarding the relation between stock prices and foreign exchange. It is a debatable area with no consensus in the literature; see, for example...
