Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries : Panel/GMM and ARDL analyses
Year of publication: |
2020
|
---|---|
Authors: | Mroua, Mourad ; Trabelsi, Lotfi |
Published in: |
Journal of economics, finance & administrative science. - Bingley : Emerald Publishing Limited, ISSN 2218-0648, ZDB-ID 2538461-2. - Vol. 25.2020, 50, p. 395-412
|
Subject: | ARDL method | BRICS | Co-movement | Dynamic panel/GMM | Exchange rate | Stock markets | Wechselkurs | BRICS-Staaten | BRICS countries | Aktienmarkt | Stock market | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Volatilität | Volatility |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JEFAS-04-2019-0054 [DOI] hdl:10419/253803 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Chang, Tsangyao, (2017)
-
Crude oil and stock market co-movement : evidence from G7 and BRICS nations
Bhatia, Vaneet, (2018)
-
Mroua, Mourad, (2019)
- More ...
-
Mroua, Mourad, (2020)
-
Market liquidity behaviour in futures markets : empirical evidence
Abid, Fathi, (2012)
-
Does a logical coherence relationship exist between strategic financial decisions?
Abid, Fathi, (2012)
- More ...