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Rong Li, Zongyi Hu, Sufang Li & Keming Yu. (2019) Dynamic Dependence Structure between Chinese Stock Market Returns and RMB Exchange Rates. Emerging Markets Finance and Trade 55:15, pages 3553-3574.
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Andreas Andrikopoulos, Aristeidis Samitas & Konstantinos Kougepsakis. (2014) Volatility transmission across currencies and stock markets: GIIPS in crisis. Applied Financial Economics 24:19, pages 1261-1283.
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Walid Chkili. (2012) The dynamic relationship between exchange rates and stock returns in emerging countries: Volatility spillover and portfolio management. International Journal of Management Science and Engineering Management 7:4, pages 253-262.
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