THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL
Year of publication: |
2006
|
---|---|
Authors: | TABAK, BENJAMIN M. |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 09.2006, 08, p. 1377-1396
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Stock prices | exchange rates | bivariate causality | nonlinear causality |
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