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KEI Contributor – Rajarshi Mitra

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Publication

Exchange Rate Risk, Stock Transactions and Financial Integration: The Republic of Korea and Japan

This paper examines the short-run and long-run relation between volatility in the real effective exchange rate and stock returns in the Republic of Korea. A trivariate vector autoregressive model is…

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Region: Asia

January 17, 2017
Rajarshi Mitra

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