Rating skewness spillovers in equity and currency markets: Evidence from the Pacific Rim

Sirimon Treepongkaruna, Eliza Wu

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Emerging Markets: Performance, Analysis and Innovation
Editors	Greg N Gregoriou
Place of Publication	Boca Raton FL USA
Publisher	CRC Press
Pages	457 - 473
Number of pages	17
Edition	1st
ISBN (Print)	9781439804483
Publication status	Published - 2010

Cite this

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title = "Rating skewness spillovers in equity and currency markets: Evidence from the Pacific Rim",

author = "Sirimon Treepongkaruna and Eliza Wu",

year = "2010",

language = "English",

isbn = "9781439804483",

pages = "457 -- 473",

editor = "Gregoriou, {Greg N}",

booktitle = "Emerging Markets: Performance, Analysis and Innovation",

publisher = "CRC Press",

address = "Australia",

edition = "1st",

}

Rating skewness spillovers in equity and currency markets: Evidence from the Pacific Rim. / Treepongkaruna, Sirimon; Wu, Eliza.
Emerging Markets: Performance, Analysis and Innovation. ed. / Greg N Gregoriou. 1st. ed. Boca Raton FL USA: CRC Press, 2010. p. 457 - 473.

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review