Real exchange rate returns and real stock price returns
Year of publication: |
May 2017
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Authors: | Wong, Hock Tsen |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 49.2017, p. 340-352
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Subject: | Real exchange rate return | real stock price returnbbb | constant conditional correlation (CCC) or dynamic conditional correlation (DCC)-multivariate | generalized autoregressive | conditional heteroskedasticity (MGARCH) model | Granger causality | Kaufkraftparität | Purchasing power parity | Börsenkurs | Share price | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Korrelation | Correlation | Schätzung | Estimation | Volatilität | Volatility | Kausalanalyse | Causality analysis | Theorie | Theory |
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