A Markov switching SVAR analysis on the relationship between exchange rate changes and stock returns in China
Year of publication: |
2020
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Authors: | Cuestas, Juan Carlos ; Tang, Bo |
Published in: |
International Journal of Emerging Markets. - Emerald, ISSN 1746-8809, ZDB-ID 2242085-X. - Vol. 16.2020, 3 (28.04.), p. 625-642
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Publisher: |
Emerald |
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Exchange rate changes and stock returns in China : a Markov switching SVAR approach
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