The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries
Year of publication: |
2017
|
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Authors: | Sakemoto, Ryuta |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Börsenkurs | Share price | Asien | Asia | Kointegration | Cointegration | Kausalanalyse | Causality analysis | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (11 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Financial Research, Vol. 8, No. 2, 2017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 6, 2017 erstellt |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C51 - Model Construction and Estimation ; F30 - International Finance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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