Volatility transmission between stock returns and exchange rates: A BEKK-GARCH approach – Mr. H.A.P.K Perera

Mr. H.A.P.K Perera

Department of Finance, Faculty of Management & Finance

Conference Paper

Withanage, Y. D., & Perera, H. A. P. K.

Research Symposium, Faculty of Management and Finance, University of Colombo, Sri Lanka.

Publication year: 2016