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. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 7.2019, 1, Art.-No. 1681573, p. 1-19
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Subject: | Interaction | stock prices | exchange rates | multivariate | VARr-GARCH | Wechselkurs | Exchange rate | Börsenkurs | Share price | Theorie | Theory | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis | Großbritannien | United Kingdom |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2019.1681573 [DOI] hdl:10419/270688 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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