Asymmetric exchange rate exposure of stock returns : empirical evidence from Chinese industries
Year of publication: |
Sep 2017
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Authors: | Cuestas, Juan Carlos ; Tang, Bo |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 4, p. 1-18
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Subject: | asymmetric exchange rate exposure | Chinese industries | NARDL | stock returns | Währungsrisiko | Exchange rate risk | China | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
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