Volatility spillovers between stock returns and exchange rate changes: International evidence

Article Abstract:

The relationship between stock returns and exchange rate movements are examined using a bivariate EGARCH model, and the results show volatility spillovers from stock returns to exchange rate changes.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code:

An empirical analysis of exchange ratio determination models for merger: A note

Article Abstract:

Two theories of company merger decision making are analysed. The results show that expected post-merger price earnings provide a better explanation than expected post-merger dividend growth.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code:

The distributional characteristics of a selection of contracts traded on the London international financial futures exchange

Article Abstract:

The statistical distribution properties of futures prices for contracts traded on the LIFFE are examined. The research concludes that futures returns are not normally distributed.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code: