Reboredo, J.C.; Rivera-Castro, M.A.; Ugolini, A. (2016). Downside and Upside Risk Spillovers between Exchange Rates and Stock Prices. Journal of Banking and Finance, 62, 76-96.
ANÁLISE ECONÓMICA DOS MERCADOS E INSTITUCIÓNS
Reboredo, J.C.; Rivera-Castro, M.A.; Ugolini, A. (2016). Downside and Upside Risk Spillovers between Exchange Rates and Stock Prices. Journal of Banking and Finance, 62, 76-96.