Interactions between stock prices and exchange rates: An application of multivariate VAR-GARCH model
Year of publication: |
2019
|
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Authors: | Manasseh, Charles O. ; Chukwu, Ndubuisi O. ; Abada, Felicia C. ; Ogbuabor, Jonathan Emenike ; Lawal, Adedoyin Isola ; Alio, Felix Chukwubuzo |
Published in: |
Cogent Economics & Finance. - ISSN 2332-2039. - Vol. 7.2019, 1, p. 1-19
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | Interaction | stock prices | exchange rates | multivariate | VARr-GARCH |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2019.1681573 [DOI] 1839671076 [GVK] hdl:10419/270688 [Handle] RePEc:taf:oaefxx:v:7:y:2019:i:1:p:1681573 [RePEc] |
Source: |
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Manasseh, Charles O., (2019)
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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
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Manasseh, Charles O., (2019)
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Manasseh, Charles O., (2020)
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Oil price fluctuation, oil revenue and well-being in Nigeria
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