Non-linearities, regime switching and the relationship between Asian equity and foreign exchange markets
Mark J. Holmes; Nabil Maghrebi
Year of publication: |
2002
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Authors: | Holmes, Mark J. ; Maghrebi, Nabil |
Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 16.2002, 4, p. 121-139
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Subject: | Wechselkurs | Exchange rate | Abwertung | Currency devaluation | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Devisenmarkt | Foreign exchange market | Asien | Asia | Nichtlineare Dynamik | Nonlinear dynamics |
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