Causality and cointegration of currency-adjusted stock indices : evidence from close-of-day data
Year of publication: |
January/February 2016
|
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Authors: | Jalbert, Terrance |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 32.2016, 1, p. 71-79
|
Subject: | Currency-Adjusted Stock Indices | Stock Indices | Cointegration | Wealth Changes | Currency Values | Kointegration | Aktienindex | Stock index | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Wirtschaftsindikator | Economic indicator | Schätzung | Estimation |
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