Stock returns and exchange rate risk : evidence from Asian stock markets based in a bivariate GARCH model
Thomas C. Chiang, Sheng Y. Yang, and Tse S. Wang
| Year of publication: |
2000
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|---|---|
| Authors: | Chiang, Thomas C. ; Yang, Sheng Y. ; Wang, Tse S. |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 5.2000, 2, p. 97-117
|
| Subject: | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schätzung | Estimation | Ostasien | East Asia | Südostasien | Southeast Asia | 1990-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of business |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001522451