A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Year of publication: |
2022
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Authors: | Salisu, Afees A. ; Isah, Kazeem ; Ogbonnaya-Orji, Nnenna |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 1, p. 1220-1239
|
Subject: | exchange rate | asymmetry | stock returns | firm-level analysis | nonlinear panel ARDL | USA | United States | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Panel | Panel study |
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