On the relation between exchange rates and stock prices : a non-linear ARDL approach and asymmetry analysis
Year of publication: |
January 2018
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Authors: | Bahmani-Oskooee, Mohsen ; Saha, Sujata |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 42.2018, 1, p. 112-137
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Subject: | Asymmetry | Exchange Rates | Nonlinear ARDL | Stock Prices | Wechselkurs | Exchange rate | Börsenkurs | Share price | Kointegration | Cointegration | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
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