The effects of exchange-rate exposures on equity asset markets
Year of publication: |
2001
|
---|---|
Authors: | Jumah, Adusei ; Kunst, Robert M. |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | Kapitalertrag | Wechselkurs | Volatilität | Index-Futures | Theorie | exchange rate futures | index futures | conditional heteroskedasticity | forecasting |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 740119559 [GVK] hdl:10419/71198 [Handle] RePEc:ihs:ihsesp:94 [RePEc] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G15 - International Financial Markets |
Source: |
-
The Effects of Exchange-Rate Exposures on Equity Asset Markets
Jumah, Adusei, (2001)
-
The effects of exchange-rate exposures on equity asset markets
Jumah, Adusei, (2001)
-
The effects of Dollar/Sterling exchange rate volatility of futures markets for coffee and cocoa
Jumah, Adusei, (1999)
- More ...
-
Jumah, Adusei, (2008)
-
The effects of Dollar/Sterling exchange rate volatility of futures markets for coffee and cocoa
Jumah, Adusei, (1999)
-
On mean reversion in real interest rates: An application of threshold cointegration
Jumah, Adusei, (2002)
- More ...