A cointegration test of the impact of foreign exchange rates on US stock market prices
Year of publication: |
1993
|
---|---|
Authors: | Ratner, Mitchell |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 4.1993, 2, p. 93-101
|
Subject: | Börsenkurs | Share price | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | USA | United States | 1973-1989 |
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