Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates

Walid Chkili1, Chaker Aloui2, Duc Khuong Nguyen3
1School of Business, Manouba University and International Finance Group, Tunisia
2High Institute of Accounting and Business, Manouba University and International Finance Group, Tunisia
3Department of Finance and Information Systems, ISC Paris School of Management, 22, Boulevard du Fort de Vaux, 75017 Paris, France

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