The impact of US Dollar index on emerging stock markets : a simultaneous granger causality and rolling correlation analysis
Year of publication: |
2019
|
---|---|
Authors: | Ilalan, Deniz ; Pirgaip, Burak |
Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 35.2019, p. 145-154
|
Subject: | Granger causality | rolling correlation | emerging markets | exchange rates | stock prices | tapering talk | Kausalanalyse | Causality analysis | Schwellenländer | Emerging economies | Börsenkurs | Share price | Wechselkurs | Exchange rate | Korrelation | Correlation | Aktienmarkt | Stock market | Schätzung | Estimation | USA | United States | US-Dollar | US dollar |
-
Exchange rates and sovereign risk : a nonlinear approach based on local Gaussian correlations
Heinlein, Reinhold, (2024)
-
The comovement between exchange rates and stock prices in the Asian emerging markets
Lin, Chien-hsiu, (2012)
-
Tang, Xiaobo, (2018)
- More ...
-
The effects of terrorist activities on foreign direct investment: nonlinear Evidence
Omay, Tolga, (2011)
-
Modeling Correlation Structure for Collateralized Debt Obligations
Ilalan, Deniz, (2015)
-
An alternative mean reversion test for interest rates
Ozel, Ozgur, (2018)
- More ...