Exchange rate and stock price relationship : a wavelet analysis for India
Year of publication: |
2014
|
---|---|
Authors: | Dar, Arif Billah ; Bhanja, Niyati ; Tiwari, Aviral Kumar |
Published in: |
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi. - Delhi : School, ISSN 0019-4670, ZDB-ID 209860-X. - Vol. 49.2014, 1, p. 125-142
|
Subject: | Exchange rate | Stock return | Wavelet correlation | Wavelet cross-correlation | Wechselkurs | Börsenkurs | Share price | Zustandsraummodell | State space model | Indien | India | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aktienmarkt | Stock market |
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