Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10011454165
Persistent link: https://www.econbiz.de/10013548706
Persistent link: https://www.econbiz.de/10012496734
The study examined stock prices (SP) and exchange rate (ER) interactions with multivariate VAR-GARCH model using monthly data from January 2000 to October 2014. The results of the Engle and Granger and Johansen cointegration test show that there is stable long-term relationship between SP and...
Persistent link: https://www.econbiz.de/10014232542
Persistent link: https://www.econbiz.de/10014312010
Persistent link: https://www.econbiz.de/10011979284
Persistent link: https://www.econbiz.de/10010528787
Persistent link: https://www.econbiz.de/10012284608
Persistent link: https://www.econbiz.de/10011626369
Persistent link: https://www.econbiz.de/10015055967