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Dynamics of currency–stock market linkages: Conditional correlations, structural changes, and statistical anomalies Cover

Dynamics of currency–stock market linkages: Conditional correlations, structural changes, and statistical anomalies

Journal of Economics and Management
Volume 48 (2026): Issue 1 (January 2026)
By:   
Open Access
|Jul 2026
Authors

Authors

Łucja Franczak

franczaklucja@outlook.com

Department of Economics Krakow, University of Economics, Krakow, Poland
DOI: https://doi.org/10.22367/jem.2026.48.13 | Journal eISSN: 2719-9975 | Journal ISSN: 1732-1948
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Language: English
Page range: 344 - 373
Submitted on: Dec 16, 2025
Accepted on: Jul 12, 2026
Published on: Jul 31, 2026
Published by: University of Economics in Katowice
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
Currency market,
stock market,
DCC–GARCH models,
structural breaks,
anomaly detection
JEL:
F31,
G15,
C58,
C32
Related subjects:
Business and economics,
Business management,
Management accounting, financial controlling, cost calculation, investment,
Management, organization, corporate governance,
Business informatics,
Business intelligence,
Mathematics and statistics for economists,
Statistics

© 2026 Łucja Franczak, published by University of Economics in Katowice
This work is licensed under the Creative Commons Attribution-NonCommercial 4.0 License.

Volume 48 (2026): Issue 1 (January 2026)
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